+93.7%
MA vs BABA
-30.3%
+124.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.8% |
| 7D | +3.2% | +8.6% | -5.4% | +2.1% |
| 30D | +15.9% | -1.1% | +17.0% | +16.0% |
| 3M | +15.2% | -15.9% | +31.1% | +17.4% |
| 6M | +32.4% | -17.5% | +49.9% | +34.8% |
| YTD | +15.6% | -25.6% | +41.2% | +18.9% |
| 1Y | +19.3% | -33.8% | +53.1% | +24.5% |
| 3Y | +73.0% | +34.6% | +38.4% | +57.8% |
| 5Y | +93.7% | -27.7% | +121.4% | +103.1% |
| All | +93.7% | -30.3% | +124.1% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling