-1.5%
BAC vs MKSI
+40.1%
-41.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.0% | +9.0% | +4.3% |
| 7D | +1.5% | -10.7% | +12.2% | +2.4% |
| 30D | -4.4% | -30.5% | +26.1% | -1.7% |
| 3M | -17.5% | -39.2% | +21.7% | -14.5% |
| 6M | -0.1% | -33.0% | +33.0% | +0.2% |
| YTD | -4.6% | +22.3% | -26.9% | -13.2% |
| 1Y | -1.5% | +42.7% | -44.2% | -13.5% |
| All | -1.5% | +40.1% | -41.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling