+889.0%
MSFT vs BABA
+16.2%
+872.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +1.7% | +11.6% | -10.0% | -0.6% |
| 30D | +0.2% | +2.3% | -2.1% | -0.4% |
| 3M | +6.4% | -13.7% | +20.0% | +9.1% |
| 6M | +28.7% | -21.9% | +50.6% | +34.2% |
| YTD | +10.4% | -24.6% | +35.1% | +15.2% |
| 1Y | +7.6% | -34.1% | +41.7% | +15.2% |
| 3Y | +52.3% | +36.3% | +16.1% | +33.1% |
| 5Y | +64.5% | -26.7% | +91.2% | +61.2% |
| All | +889.0% | +16.2% | +872.8% | +748.4% |
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