+34.5%
BABA vs MTSI
+153.8%
-119.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -18.4% | +21.0% | +5.2% |
| 7D | +8.6% | -24.6% | +33.2% | +12.5% |
| 30D | -1.1% | -45.7% | +44.6% | +7.5% |
| 3M | -15.9% | -27.7% | +11.8% | -13.8% |
| 6M | -17.5% | -37.3% | +19.8% | -14.3% |
| YTD | -25.6% | +11.1% | -36.7% | -31.6% |
| 1Y | -33.8% | +27.2% | -61.0% | -40.9% |
| All | +34.5% | +153.8% | -119.3% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling