+18.0%
BAC vs MA
+93.2%
-75.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.2% | +2.3% | -3.5% | -2.4% |
| 30D | -7.7% | +14.7% | -22.3% | -14.1% |
| 3M | -21.2% | +13.5% | -34.7% | -26.4% |
| 6M | -6.8% | +33.1% | -40.0% | -20.5% |
| YTD | -8.7% | +15.1% | -23.8% | -15.9% |
| 1Y | -5.3% | +18.7% | -24.0% | -14.3% |
| 3Y | +87.4% | +72.1% | +15.4% | +37.5% |
| All | +18.0% | +93.2% | -75.2% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling