+97.8%
BAC vs MA
+15,793.6%
-15,695.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | +1.1% | -2.7% | +3.8% | +3.0% |
| 30D | -0.4% | +1.5% | -1.9% | -1.6% |
| 3M | +16.9% | +20.4% | -3.5% | +2.4% |
| 6M | +26.6% | +11.1% | +15.5% | +16.5% |
| YTD | +15.8% | +2.0% | +13.8% | +12.7% |
| 1Y | +27.2% | -2.2% | +29.3% | +26.9% |
| 3Y | +132.4% | +41.9% | +90.5% | +77.0% |
| 5Y | +72.6% | +75.4% | -2.8% | +9.5% |
| 10Y | +389.7% | +527.5% | -137.8% | +17.1% |
| All | +97.8% | +15,793.6% | -15,695.8% | -87.4% |
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