-1.5%
BAC vs MA
+24.3%
-25.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | 0.0% | +2.7% |
| 7D | +1.5% | +10.2% | -8.7% | -1.6% |
| 30D | -4.4% | +19.3% | -23.7% | -9.8% |
| 3M | -17.5% | +18.0% | -35.5% | -21.9% |
| 6M | -0.1% | +33.7% | -33.8% | -9.6% |
| YTD | -4.6% | +18.6% | -23.2% | -9.7% |
| 1Y | -1.5% | +22.5% | -24.0% | -7.7% |
| All | -1.5% | +24.3% | -25.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling