+4.9%
MSFT vs BABA
-41.9%
+46.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -1.3% | -13.8% | +12.5% | +0.3% |
| 30D | -1.8% | -15.1% | +13.3% | -0.2% |
| 3M | +5.6% | -22.7% | +28.4% | +8.2% |
| 6M | +29.8% | -34.7% | +64.5% | +32.9% |
| YTD | +9.0% | -35.0% | +44.0% | +11.5% |
| 1Y | +4.9% | -40.4% | +45.4% | +6.7% |
| All | +4.9% | -41.9% | +46.9% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling