+1,116.5%
BAC vs MAS
+1,727.7%
-611.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.7% | +1.1% |
| 7D | +1.5% | +14.2% | -12.6% | -5.2% |
| 30D | -4.4% | +26.8% | -31.2% | -15.5% |
| 3M | -17.5% | +13.1% | -30.6% | -23.1% |
| 6M | -0.1% | +27.9% | -28.0% | -13.6% |
| YTD | -4.6% | +38.7% | -43.3% | -22.2% |
| 1Y | -1.5% | +40.4% | -41.9% | -20.3% |
| 3Y | +95.2% | +66.1% | +29.1% | +40.5% |
| 5Y | +23.3% | +47.4% | -24.1% | -8.5% |
| 10Y | +290.0% | +238.3% | +51.6% | +81.2% |
| All | +1,116.5% | +1,727.7% | -611.2% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling