+920.4%
MSFT vs BABA
+15.0%
+905.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.5% | +3.5% |
| 7D | +7.5% | +3.8% | +3.7% | +6.7% |
| 30D | +1.9% | -5.4% | +7.3% | +2.9% |
| 3M | +9.2% | -17.9% | +27.2% | +13.2% |
| 6M | +31.9% | -24.1% | +55.9% | +38.2% |
| YTD | +13.4% | -27.4% | +40.9% | +19.2% |
| 1Y | +10.6% | -36.1% | +46.7% | +19.0% |
| 3Y | +54.7% | +35.4% | +19.3% | +35.1% |
| 5Y | +69.1% | -30.1% | +99.2% | +67.4% |
| 10Y | +920.4% | +15.8% | +904.5% | +770.2% |
| All | +920.4% | +15.0% | +905.4% | +770.2% |
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