+265.7%
BAC vs MAS
+219.8%
+45.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.0% |
| 7D | -2.7% | +4.6% | -7.3% | -4.7% |
| 30D | -8.0% | +19.9% | -27.9% | -15.7% |
| 3M | -20.9% | +8.9% | -29.8% | -24.5% |
| 6M | -5.4% | +20.2% | -25.5% | -14.8% |
| YTD | -8.1% | +33.9% | -42.0% | -22.9% |
| 1Y | -3.1% | +34.7% | -37.8% | -19.2% |
| 3Y | +88.1% | +60.4% | +27.8% | +38.0% |
| 5Y | +19.7% | +43.5% | -23.7% | -9.3% |
| All | +265.7% | +219.8% | +45.9% | +68.7% |
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