+15.8%
BABA vs MAR
+540.7%
-524.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | -5.4% | +14.0% | -19.4% | -9.4% |
| 3M | -17.9% | +18.1% | -36.0% | -22.4% |
| 6M | -24.1% | +18.6% | -42.7% | -28.7% |
| YTD | -27.4% | +35.3% | -62.7% | -35.1% |
| 1Y | -36.1% | +44.5% | -80.5% | -44.2% |
| 3Y | +35.4% | +120.7% | -85.4% | +0.4% |
| 5Y | -30.1% | +164.1% | -194.2% | -51.6% |
| 10Y | +15.8% | +515.5% | -499.6% | -22.4% |
| All | +15.8% | +540.7% | -524.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling