+593.1%
MA vs BABA
+8.5%
+584.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -13.8% | +15.1% | +4.1% |
| 30D | +9.6% | -15.1% | +24.7% | +12.9% |
| 3M | +16.8% | -22.7% | +39.5% | +22.2% |
| 6M | +35.2% | -34.7% | +69.9% | +45.5% |
| YTD | +16.6% | -35.0% | +51.6% | +24.5% |
| 1Y | +19.8% | -40.4% | +60.2% | +30.1% |
| 3Y | +70.7% | +21.9% | +48.8% | +51.2% |
| 5Y | +87.4% | -39.9% | +127.3% | +90.5% |
| All | +593.1% | +8.5% | +584.6% | +465.1% |
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