-28.3%
BABA vs MTSI
+183.3%
-211.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.8% | -9.6% | -1.2% |
| 7D | +11.6% | -10.0% | +21.6% | +13.4% |
| 30D | +2.3% | -37.2% | +39.5% | +13.0% |
| 3M | -13.7% | -30.1% | +16.4% | -8.5% |
| 6M | -21.9% | -31.9% | +10.0% | -18.7% |
| YTD | -24.6% | +23.2% | -47.8% | -35.8% |
| 1Y | -34.1% | +26.4% | -60.5% | -44.5% |
| 3Y | +36.3% | +186.2% | -149.9% | -23.5% |
| All | -28.3% | +183.3% | -211.6% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling