+23.3%
BAC vs MAS
+48.4%
-25.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.7% | +1.9% |
| 7D | +1.5% | +14.2% | -12.6% | -3.3% |
| 30D | -4.4% | +26.8% | -31.2% | -12.4% |
| 3M | -17.5% | +13.1% | -30.6% | -21.4% |
| 6M | -0.1% | +27.9% | -28.0% | -9.9% |
| YTD | -4.6% | +38.7% | -43.3% | -18.0% |
| 1Y | -1.5% | +40.4% | -41.9% | -15.9% |
| 3Y | +95.2% | +66.1% | +29.1% | +50.3% |
| 5Y | +23.3% | +47.4% | -24.1% | -4.8% |
| All | +23.3% | +48.4% | -25.1% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling