-36.3%
BABA vs MAR
+48.9%
-85.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.6% | +1.0% | -4.6% | -3.7% |
| 30D | -8.4% | +16.2% | -24.6% | -9.7% |
| 3M | -20.6% | +23.1% | -43.6% | -22.2% |
| 6M | -25.4% | +22.0% | -47.3% | -27.6% |
| YTD | -30.1% | +39.2% | -69.3% | -32.3% |
| 1Y | -36.3% | +48.3% | -84.5% | -37.3% |
| All | -36.3% | +48.9% | -85.2% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling