+894.4%
MSFT vs BABA
+14.9%
+879.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -6.2% | -3.6% | -2.7% | -5.6% |
| 30D | -3.7% | -8.4% | +4.7% | -2.1% |
| 3M | +3.6% | -20.6% | +24.2% | +8.1% |
| 6M | +26.8% | -25.4% | +52.2% | +33.3% |
| YTD | +8.4% | -30.1% | +38.5% | +14.8% |
| 1Y | +3.3% | -36.3% | +39.6% | +11.2% |
| 3Y | +44.3% | +30.4% | +13.9% | +27.0% |
| 5Y | +63.3% | -35.7% | +99.1% | +65.9% |
| 10Y | +894.4% | +16.0% | +878.4% | +745.4% |
| All | +894.4% | +14.9% | +879.4% | +745.4% |
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