+1,376.8%
BAC vs MAS
+1,430.5%
-53.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.0% |
| 7D | +1.1% | -0.8% | +1.8% | +1.4% |
| 30D | -0.4% | -5.6% | +5.2% | +2.3% |
| 3M | +16.9% | +4.4% | +12.5% | +12.9% |
| 6M | +26.6% | +7.2% | +19.4% | +19.4% |
| YTD | +15.8% | +16.1% | -0.3% | +4.0% |
| 1Y | +27.2% | +0.1% | +27.1% | +22.5% |
| 3Y | +132.4% | +28.3% | +104.1% | +91.6% |
| 5Y | +72.6% | +30.5% | +42.1% | +36.6% |
| 10Y | +389.7% | +139.1% | +250.6% | +171.6% |
| All | +1,376.8% | +1,430.5% | -53.6% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded MAS 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling