+191.3%
BAC vs MKSI
+1,773.7%
-1,582.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +1.7% |
| 7D | +3.2% | +12.2% | -8.9% | 0.0% |
| 30D | -0.7% | -8.0% | +7.3% | +0.7% |
| 3M | -20.0% | -29.5% | +9.5% | -13.5% |
| 6M | +3.4% | -31.9% | +35.3% | +9.9% |
| YTD | -5.7% | +35.3% | -41.1% | -18.2% |
| 1Y | -1.4% | +50.3% | -51.7% | -17.1% |
| 3Y | +97.9% | +216.4% | -118.5% | +25.8% |
| 5Y | +22.9% | +34.4% | -11.5% | -5.2% |
| 10Y | +235.3% | +348.6% | -113.3% | +74.3% |
| All | +191.3% | +1,773.7% | -1,582.4% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling