+706.8%
MA vs BABA
+29.8%
+677.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.7% | -4.8% | +2.1% | -1.8% |
| 30D | +1.5% | -11.9% | +13.4% | +3.9% |
| 3M | +20.4% | -9.3% | +29.7% | +22.1% |
| 6M | +11.1% | -14.2% | +25.4% | +13.3% |
| YTD | +2.0% | -22.0% | +24.0% | +5.5% |
| 1Y | -2.2% | -12.7% | +10.6% | -2.0% |
| 3Y | +41.9% | +26.7% | +15.2% | +25.6% |
| 5Y | +75.4% | -29.3% | +104.7% | +70.2% |
| 10Y | +527.5% | +21.2% | +506.3% | +395.4% |
| All | +706.8% | +29.8% | +677.0% | +483.5% |
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