+11.7%
BABA vs MRSH
+261.5%
-249.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -13.8% | +1.4% | -15.2% | -14.2% |
| 30D | -15.1% | +16.5% | -31.6% | -19.8% |
| 3M | -22.7% | +10.8% | -33.5% | -25.8% |
| 6M | -34.7% | +32.1% | -66.7% | -41.6% |
| YTD | -35.0% | +14.5% | -49.5% | -39.1% |
| 1Y | -40.4% | +15.5% | -55.9% | -44.5% |
| 3Y | +21.9% | +9.3% | +12.6% | +14.0% |
| 5Y | -39.9% | +35.1% | -75.0% | -50.1% |
| All | +11.7% | +261.5% | -249.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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