+28.2%
BABA vs MTSI
+954.7%
-926.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.5% |
| 7D | -4.8% | +1.4% | -6.1% | -5.1% |
| 30D | -11.9% | +2.1% | -14.0% | -13.1% |
| 3M | -9.3% | -29.7% | +20.5% | -3.5% |
| 6M | -14.2% | +12.5% | -26.8% | -19.1% |
| YTD | -22.0% | +57.0% | -79.1% | -32.2% |
| 1Y | -12.7% | +103.9% | -116.6% | -29.0% |
| 3Y | +26.7% | +223.6% | -196.9% | -11.3% |
| 5Y | -29.3% | +321.6% | -350.9% | -54.3% |
| 10Y | +21.2% | +517.7% | -496.5% | -38.0% |
| All | +28.2% | +954.7% | -926.5% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling