-31.3%
BABA vs MTSI
+320.9%
-352.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.4% |
| 7D | -4.8% | +1.4% | -6.1% | -5.1% |
| 30D | -11.9% | +2.1% | -14.0% | -13.5% |
| 3M | -9.3% | -29.7% | +20.5% | -2.0% |
| 6M | -14.2% | +12.5% | -26.8% | -21.1% |
| YTD | -22.0% | +57.0% | -79.1% | -35.8% |
| 1Y | -12.7% | +103.9% | -116.6% | -34.5% |
| 3Y | +26.7% | +223.6% | -196.9% | -27.0% |
| All | -31.3% | +320.9% | -352.2% | -68.6% |
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