+237.7%
BAC vs MA
+554.9%
-317.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +2.1% | +1.8% | +0.3% | +1.0% |
| 30D | -6.7% | +11.8% | -18.5% | -12.9% |
| 3M | -20.2% | +17.2% | -37.4% | -27.7% |
| 6M | -0.2% | +33.4% | -33.6% | -16.8% |
| YTD | -6.4% | +16.1% | -22.5% | -15.5% |
| 1Y | -3.1% | +19.9% | -23.0% | -14.4% |
| 3Y | +96.7% | +70.1% | +26.7% | +38.5% |
| 5Y | +21.3% | +89.6% | -68.4% | -22.4% |
| 10Y | +237.7% | +568.4% | -330.7% | +20.5% |
| All | +237.7% | +554.9% | -317.2% | +20.5% |
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