+396.6%
BAC vs MAS
+137.9%
+258.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.9% |
| 7D | +1.1% | -0.8% | +1.8% | +1.4% |
| 30D | -0.4% | -5.6% | +5.2% | +2.1% |
| 3M | +16.9% | +4.4% | +12.5% | +13.2% |
| 6M | +26.6% | +7.2% | +19.4% | +19.8% |
| YTD | +15.8% | +16.1% | -0.3% | +4.5% |
| 1Y | +27.2% | +0.1% | +27.1% | +23.0% |
| 3Y | +132.4% | +28.3% | +104.1% | +91.8% |
| 5Y | +72.6% | +30.5% | +42.1% | +36.8% |
| All | +396.6% | +137.9% | +258.6% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling