-39.8%
BABA vs MRSH
+34.9%
-74.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -13.8% | +1.4% | -15.2% | -14.1% |
| 30D | -15.1% | +16.5% | -31.6% | -19.0% |
| 3M | -22.7% | +10.8% | -33.5% | -25.2% |
| 6M | -34.7% | +32.1% | -66.7% | -40.6% |
| YTD | -35.0% | +14.5% | -49.5% | -38.2% |
| 1Y | -40.4% | +15.5% | -55.9% | -43.6% |
| 3Y | +21.9% | +9.3% | +12.6% | +14.4% |
| All | -39.8% | +34.9% | -74.7% | -57.7% |
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