+31.0%
BABA vs MRSH
-4.9%
+36.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.8% |
| 7D | -2.2% | -5.9% | +3.7% | -2.0% |
| 30D | -17.3% | -7.3% | -10.0% | -17.2% |
| 3M | -7.8% | +7.4% | -15.2% | -7.9% |
| 6M | -16.8% | -0.7% | -16.1% | -16.5% |
| YTD | -24.7% | -3.2% | -21.5% | -24.3% |
| 1Y | -24.9% | -10.6% | -14.3% | -23.8% |
| All | +31.0% | -4.9% | +36.0% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling