+3.4%
BAC vs MKSI
-32.3%
+35.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +1.2% |
| 7D | +3.2% | +12.2% | -8.9% | +2.5% |
| 30D | -0.7% | -8.0% | +7.3% | -0.5% |
| 3M | -20.0% | -29.5% | +9.5% | -18.9% |
| 6M | +3.4% | -31.9% | +35.3% | +2.5% |
| All | +3.4% | -32.3% | +35.7% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling