+33.7%
MA vs BABA
-20.7%
+54.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.9% | -1.0% | +4.0% |
| 7D | +10.2% | +4.3% | +5.9% | +10.2% |
| 30D | +19.3% | -5.0% | +24.3% | +18.8% |
| 3M | +18.0% | -18.4% | +36.3% | +15.8% |
| 6M | +33.7% | -20.3% | +54.0% | +29.1% |
| All | +33.7% | -20.7% | +54.4% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling