+87.4%
BAC vs MA
+71.7%
+15.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.2% | +2.3% | -3.5% | -2.2% |
| 30D | -7.7% | +14.7% | -22.3% | -13.5% |
| 3M | -21.2% | +13.5% | -34.7% | -25.9% |
| 6M | -6.8% | +33.1% | -40.0% | -19.5% |
| YTD | -8.7% | +15.1% | -23.8% | -14.9% |
| 1Y | -5.3% | +18.7% | -24.0% | -13.3% |
| 3Y | +87.4% | +72.1% | +15.4% | +52.5% |
| All | +87.4% | +71.7% | +15.8% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling