+392.9%
BAC vs MKSI
+524.1%
-131.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.4% |
| 7D | 0.0% | +2.7% | -2.7% | -0.7% |
| 30D | -2.8% | -12.8% | +10.0% | +0.6% |
| 3M | +14.2% | -22.5% | +36.7% | +19.3% |
| 6M | +30.5% | +19.4% | +11.1% | +18.4% |
| YTD | +15.8% | +67.7% | -51.9% | -6.2% |
| 1Y | +26.2% | +131.4% | -105.2% | -9.0% |
| 3Y | +136.5% | +197.3% | -60.8% | +44.3% |
| 5Y | +75.9% | +87.0% | -11.0% | +19.5% |
| All | +392.9% | +524.1% | -131.2% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling