+1,149.3%
MSFT vs BABA
+29.8%
+1,119.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -2.7% | -4.8% | +2.1% | -1.7% |
| 30D | +2.7% | -11.9% | +14.6% | +5.2% |
| 3M | +17.0% | -9.3% | +26.2% | +18.9% |
| 6M | +23.8% | -14.2% | +38.1% | +26.7% |
| YTD | +4.0% | -22.0% | +26.0% | +8.0% |
| 1Y | -0.8% | -12.7% | +11.9% | -0.2% |
| 3Y | +55.6% | +26.7% | +28.9% | +38.3% |
| 5Y | +72.9% | -29.3% | +102.2% | +68.7% |
| 10Y | +875.8% | +21.2% | +854.6% | +685.6% |
| All | +1,149.3% | +29.8% | +1,119.5% | +815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling