-30.5%
BABA vs MRSH
+20.1%
-50.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | -2.2% | -5.9% | +3.7% | -0.3% |
| 30D | -17.3% | -7.3% | -10.0% | -15.4% |
| 3M | -7.8% | +7.4% | -15.2% | -10.3% |
| 6M | -16.8% | -0.7% | -16.1% | -17.1% |
| YTD | -24.7% | -3.2% | -21.5% | -24.6% |
| 1Y | -24.9% | -10.6% | -14.3% | -22.4% |
| 3Y | +29.1% | -4.6% | +33.7% | +25.0% |
| 5Y | -30.5% | +19.3% | -49.8% | -46.5% |
| All | -30.5% | +20.1% | -50.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling