+251.7%
BAC vs MA
+562.8%
-311.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.0% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | -6.9% | +11.3% | -18.3% | -12.9% |
| 3M | -19.6% | +16.7% | -36.2% | -26.9% |
| 6M | -0.5% | +32.8% | -33.2% | -16.8% |
| YTD | -6.6% | +15.6% | -22.2% | -15.5% |
| 1Y | -3.0% | +19.6% | -22.5% | -14.1% |
| 3Y | +97.3% | +72.1% | +25.2% | +37.9% |
| 5Y | +21.9% | +96.0% | -74.2% | -23.6% |
| 10Y | +251.7% | +554.8% | -303.1% | +29.7% |
| All | +251.7% | +562.8% | -311.1% | +29.7% |
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 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