+915.1%
MSFT vs BABA
+8.5%
+906.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -1.3% | -13.8% | +12.5% | +1.6% |
| 30D | -1.8% | -15.1% | +13.3% | +1.2% |
| 3M | +5.6% | -22.7% | +28.4% | +10.7% |
| 6M | +29.8% | -34.7% | +64.5% | +40.2% |
| YTD | +9.0% | -35.0% | +44.0% | +17.0% |
| 1Y | +4.9% | -40.4% | +45.4% | +14.4% |
| 3Y | +46.2% | +21.9% | +24.3% | +30.3% |
| 5Y | +62.1% | -39.9% | +102.0% | +66.6% |
| All | +915.1% | +8.5% | +906.6% | +768.8% |
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