+55.9%
BAC vs MA
+17,837.3%
-17,781.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.2% | +2.3% | -3.5% | -2.7% |
| 30D | -7.7% | +14.7% | -22.3% | -16.1% |
| 3M | -21.2% | +13.5% | -34.7% | -28.0% |
| 6M | -6.8% | +33.1% | -40.0% | -24.2% |
| YTD | -8.7% | +15.1% | -23.8% | -18.4% |
| 1Y | -5.3% | +18.7% | -24.0% | -17.3% |
| 3Y | +87.4% | +72.1% | +15.4% | +25.0% |
| 5Y | +18.9% | +92.8% | -73.9% | -29.0% |
| 10Y | +273.3% | +571.6% | -298.3% | -14.7% |
| All | +55.9% | +17,837.3% | -17,781.4% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling