+233.0%
BAC vs MA
+574.5%
-341.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.9% | -1.8% | -0.1% | -0.8% |
| 30D | -7.2% | +11.0% | -18.2% | -13.0% |
| 3M | -20.4% | +17.9% | -38.3% | -28.1% |
| 6M | +1.3% | +33.2% | -31.9% | -15.5% |
| YTD | -6.4% | +16.5% | -22.9% | -15.7% |
| 1Y | -3.5% | +19.1% | -22.6% | -14.4% |
| 3Y | +96.7% | +70.6% | +26.1% | +38.2% |
| 5Y | +20.6% | +92.1% | -71.5% | -23.4% |
| 10Y | +233.0% | +569.6% | -336.5% | +18.6% |
| All | +233.0% | +574.5% | -341.4% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling