-28.3%
BABA vs MAR
+155.0%
-183.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +11.6% | +4.3% | +7.3% | +9.6% |
| 30D | +2.3% | +16.8% | -14.5% | -4.4% |
| 3M | -13.7% | +16.0% | -29.7% | -19.2% |
| 6M | -21.9% | +16.5% | -38.4% | -27.7% |
| YTD | -24.6% | +35.0% | -59.7% | -35.4% |
| 1Y | -34.1% | +49.4% | -83.5% | -46.4% |
| 3Y | +36.3% | +124.1% | -87.8% | -15.4% |
| All | -28.3% | +155.0% | -183.3% | -61.2% |
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