+21.9%
BABA vs MRSH
+9.4%
+12.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -13.8% | +1.4% | -15.2% | -13.8% |
| 30D | -15.1% | +16.5% | -31.6% | -15.1% |
| 3M | -22.7% | +10.8% | -33.5% | -22.7% |
| 6M | -34.7% | +32.1% | -66.7% | -34.7% |
| YTD | -35.0% | +14.5% | -49.5% | -34.7% |
| 1Y | -40.4% | +15.5% | -55.9% | -40.2% |
| 3Y | +21.9% | +9.3% | +12.6% | +28.0% |
| All | +21.9% | +9.4% | +12.5% | +28.0% |
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