+136.0%
BAC vs MKSI
+184.9%
-48.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -0.3% | +4.9% | -5.1% | -1.1% |
| 30D | -1.8% | -11.0% | +9.2% | 0.0% |
| 3M | +15.3% | -17.1% | +32.4% | +16.6% |
| 6M | +30.2% | +16.4% | +13.7% | +22.0% |
| YTD | +15.6% | +64.3% | -48.7% | 0.0% |
| 1Y | +27.5% | +137.7% | -110.3% | +0.6% |
| All | +136.0% | +184.9% | -48.8% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling