+217.6%
BAC vs MA
+567.5%
-349.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | +3.2% | +1.3% | +1.9% | +2.4% |
| 30D | -0.7% | +9.6% | -10.3% | -6.2% |
| 3M | -20.0% | +16.8% | -36.8% | -27.4% |
| 6M | +3.4% | +35.2% | -31.8% | -14.6% |
| YTD | -5.7% | +16.6% | -22.3% | -15.2% |
| 1Y | -1.4% | +19.8% | -21.2% | -12.9% |
| 3Y | +97.9% | +70.7% | +27.2% | +38.6% |
| 5Y | +22.9% | +87.4% | -64.5% | -20.9% |
| All | +217.6% | +567.5% | -349.9% | +0.6% |
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