+57.0%
BAC vs MA
+17,925.8%
-17,868.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -1.9% |
| 7D | -2.7% | +3.2% | -5.9% | -4.8% |
| 30D | -8.0% | +15.9% | -23.9% | -17.0% |
| 3M | -20.9% | +15.2% | -36.1% | -28.5% |
| 6M | -5.4% | +32.4% | -37.7% | -22.7% |
| YTD | -8.1% | +15.6% | -23.7% | -18.1% |
| 1Y | -3.1% | +19.3% | -22.4% | -15.7% |
| 3Y | +88.1% | +73.0% | +15.2% | +25.0% |
| 5Y | +19.7% | +93.7% | -74.0% | -28.8% |
| 10Y | +275.9% | +575.0% | -299.1% | -14.4% |
| All | +57.0% | +17,925.8% | -17,868.8% | -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