+233.1%
BAC vs MAS
+217.0%
+16.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +2.1% | +3.6% | -1.5% | +0.4% |
| 30D | -6.7% | +23.8% | -30.5% | -15.8% |
| 3M | -20.2% | +14.4% | -34.7% | -25.5% |
| 6M | -0.2% | +19.7% | -20.0% | -10.0% |
| YTD | -6.4% | +36.0% | -42.3% | -22.0% |
| 1Y | -3.1% | +40.4% | -43.5% | -20.7% |
| 3Y | +96.7% | +58.9% | +37.8% | +45.4% |
| 5Y | +21.3% | +44.5% | -23.3% | -8.3% |
| All | +233.1% | +217.0% | +16.1% | +57.8% |
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