+136.4%
BAC vs MA
+40.0%
+96.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | +1.2% | -1.8% | +2.9% | +2.0% |
| 30D | -0.7% | +1.4% | -2.1% | -1.4% |
| 3M | +16.9% | +17.7% | -0.8% | +7.5% |
| 6M | +29.6% | +9.7% | +19.9% | +23.1% |
| YTD | +15.3% | +0.5% | +14.8% | +14.6% |
| 1Y | +28.8% | -2.1% | +30.9% | +29.8% |
| 3Y | +136.4% | +40.1% | +96.3% | +110.5% |
| All | +136.4% | +40.0% | +96.3% | +110.5% |
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