-31.3%
BABA vs MAR
+165.1%
-196.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -4.8% | -4.2% | -0.6% | -3.1% |
| 30D | -11.9% | -6.7% | -5.2% | -9.4% |
| 3M | -9.3% | -12.5% | +3.2% | -4.6% |
| 6M | -14.2% | +0.6% | -14.8% | -15.6% |
| YTD | -22.0% | +9.1% | -31.1% | -26.3% |
| 1Y | -12.7% | +26.2% | -38.9% | -23.4% |
| 3Y | +26.7% | +68.2% | -41.5% | -7.7% |
| All | -31.3% | +165.1% | -196.4% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling