+553.1%
MA vs BABA
+16.2%
+536.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +2.3% | +11.6% | -9.3% | +0.1% |
| 30D | +14.7% | +2.3% | +12.4% | +14.1% |
| 3M | +13.5% | -13.7% | +27.2% | +16.3% |
| 6M | +33.1% | -21.9% | +55.0% | +38.4% |
| YTD | +15.1% | -24.6% | +39.7% | +19.6% |
| 1Y | +18.7% | -34.1% | +52.8% | +26.6% |
| 3Y | +72.1% | +36.3% | +35.8% | +49.5% |
| 5Y | +92.8% | -26.7% | +119.5% | +87.4% |
| All | +553.1% | +16.2% | +536.9% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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