+838.4%
MA vs BABA
+20.7%
+817.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.9% | -1.0% | +3.0% |
| 7D | +10.2% | +4.3% | +5.9% | +9.3% |
| 30D | +19.3% | -5.0% | +24.3% | +20.5% |
| 3M | +18.0% | -18.4% | +36.3% | +22.4% |
| 6M | +33.7% | -20.3% | +54.0% | +38.4% |
| YTD | +18.6% | -27.5% | +46.1% | +24.4% |
| 1Y | +22.5% | -35.3% | +57.8% | +31.3% |
| 3Y | +77.4% | +31.2% | +46.2% | +55.1% |
| 5Y | +106.6% | -32.1% | +138.7% | +102.1% |
| 10Y | +592.2% | +14.7% | +577.5% | +451.8% |
| All | +838.4% | +20.7% | +817.7% | +587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling