+568.4%
MA vs BABA
+11.0%
+557.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.9% |
| 7D | +1.8% | +2.4% | -0.5% | +1.3% |
| 30D | +11.8% | -7.8% | +19.6% | +13.5% |
| 3M | +17.2% | -22.4% | +39.5% | +22.6% |
| 6M | +33.4% | -26.0% | +59.4% | +40.1% |
| YTD | +16.1% | -29.3% | +45.4% | +22.2% |
| 1Y | +19.9% | -37.5% | +57.4% | +29.2% |
| 3Y | +70.1% | +31.9% | +38.2% | +48.4% |
| 5Y | +89.6% | -33.4% | +123.1% | +88.6% |
| 10Y | +568.4% | +15.7% | +552.7% | +435.9% |
| All | +568.4% | +11.0% | +557.4% | +435.9% |
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