+71.4%
MSFT vs BABA
-31.3%
+102.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -1.0% | -12.3% | +11.2% | +0.4% |
| 3M | +20.2% | -5.3% | +25.5% | +20.7% |
| 6M | +21.3% | -13.1% | +34.3% | +22.6% |
| YTD | +2.8% | -22.4% | +25.2% | +5.0% |
| 1Y | 0.0% | -19.5% | +19.4% | +1.3% |
| 3Y | +51.2% | +32.9% | +18.3% | +41.8% |
| 5Y | +71.4% | -29.9% | +101.3% | +58.8% |
| All | +71.4% | -31.3% | +102.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling