+256.2%
BAC vs MKSI
+2,206.8%
-1,950.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | +1.2% | +7.7% | -6.6% | -0.9% |
| 30D | -0.7% | -12.9% | +12.1% | +2.6% |
| 3M | +16.9% | -14.8% | +31.8% | +18.8% |
| 6M | +29.6% | +26.6% | +3.0% | +17.0% |
| YTD | +15.3% | +66.6% | -51.3% | -4.2% |
| 1Y | +28.8% | +144.6% | -115.7% | -5.0% |
| 3Y | +136.4% | +193.1% | -56.8% | +55.4% |
| 5Y | +72.9% | +88.6% | -15.7% | +22.9% |
| 10Y | +391.8% | +490.9% | -99.1% | +140.3% |
| All | +256.2% | +2,206.8% | -1,950.6% | +27.7% |
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 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