+15.6%
BABA vs MTSI
+395.1%
-379.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -18.4% | +21.0% | +6.6% |
| 7D | +8.6% | -24.6% | +33.2% | +14.5% |
| 30D | -1.1% | -45.7% | +44.6% | +11.5% |
| 3M | -15.9% | -27.7% | +11.8% | -12.4% |
| 6M | -17.5% | -37.3% | +19.8% | -12.6% |
| YTD | -25.6% | +11.1% | -36.7% | -31.7% |
| 1Y | -33.8% | +27.2% | -61.0% | -41.5% |
| 3Y | +34.6% | +153.7% | -119.1% | -3.2% |
| 5Y | -27.7% | +159.0% | -186.6% | -49.4% |
| All | +15.6% | +395.1% | -379.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling