+876.8%
MSFT vs BABA
+19.8%
+857.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -2.7% | -4.8% | +2.1% | -1.8% |
| 30D | +2.7% | -11.9% | +14.6% | +5.1% |
| 3M | +17.0% | -9.3% | +26.2% | +18.9% |
| 6M | +23.8% | -14.2% | +38.1% | +26.7% |
| YTD | +4.0% | -22.0% | +26.0% | +7.9% |
| 1Y | -0.8% | -12.7% | +11.9% | -0.2% |
| 3Y | +55.6% | +26.7% | +28.9% | +38.6% |
| 5Y | +72.9% | -29.3% | +102.2% | +71.5% |
| All | +876.8% | +19.8% | +857.0% | +701.6% |
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