Andre Ayew had shocked the Stadio San Paolo when he headed Marseille ahead in the 10th minute. However, two goals in as many minutes from Gokhan Inler and Gonzalo Higuain put Rafael Benitez's side ahead midway through the first half.
Marseille hit back through Florian Thauvin but Higuain was on hand again to net a late winner.
The loss was Marseille's fourth in as many Group F games, the Ligue 1 outfit having been shown to be the weak link in a strong section also comprising Arsenal and Borussia Dortmund.
"We made some improvements but we still made mistakes," said Baup.
"We have a good team who were able to score two goals in Naples but things keep going against us.
"In this game we can say we were not very far from getting a result, but again they scored the extra goal. However, we showed that we wanted to go for it and we had opportunities."
Baup admitted the quality of opposition in the group had ultimately proved his side's undoing.
"We're not far away, but the outcome is not a positive one." he said.
"It's clear that our group with Arsenal, the Premier League leaders, Napoli, who are targeting the Scudetto, and Dortmund, chasing Bayern in the Bundesliga, is a difficult section. We have done our best to rival them all.
"We must be clear about the level of the teams we have played. These are teams aiming for the quarter-finals and there is one of them who will go out.
"From the beginning we knew this was a really tough draw and we tried to give a good account of ourselves. Tonight was a much better game than we managed at home."