+67.9%
MSFT vs BABA
-33.3%
+101.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | +2.3% | +2.4% | 0.0% | +2.0% |
| 30D | -0.4% | -7.8% | +7.4% | +0.5% |
| 3M | +5.6% | -22.4% | +27.9% | +8.5% |
| 6M | +29.0% | -26.0% | +54.9% | +32.9% |
| YTD | +10.9% | -29.3% | +40.2% | +14.5% |
| 1Y | +6.2% | -37.5% | +43.7% | +11.2% |
| 3Y | +47.6% | +31.9% | +15.7% | +37.7% |
| 5Y | +67.9% | -33.4% | +101.4% | +65.9% |
| All | +67.9% | -33.3% | +101.2% | +65.9% |
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