+1,239.9%
MSFT vs BABA
+23.9%
+1,216.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.1% |
| 7D | +1.1% | +8.6% | -7.5% | -0.6% |
| 30D | +1.3% | -1.1% | +2.3% | +1.4% |
| 3M | +10.2% | -15.9% | +26.1% | +13.7% |
| 6M | +30.8% | -17.5% | +48.3% | +34.9% |
| YTD | +11.5% | -25.6% | +37.1% | +16.8% |
| 1Y | +6.5% | -33.8% | +40.4% | +14.1% |
| 3Y | +55.5% | +34.6% | +20.9% | +35.8% |
| 5Y | +66.2% | -27.7% | +93.8% | +60.7% |
| 10Y | +928.0% | +17.7% | +910.3% | +731.0% |
| All | +1,239.9% | +23.9% | +1,216.0% | +889.1% |
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