+214.5%
BAC vs MO
+152.5%
+61.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | -6.4% | +8.9% | -15.3% | -9.7% |
| 3M | -21.7% | +23.0% | -44.6% | -28.3% |
| 6M | +0.5% | +15.0% | -14.5% | -6.2% |
| YTD | -6.7% | +41.7% | -48.4% | -21.7% |
| 1Y | -4.7% | +43.3% | -48.0% | -20.4% |
| 3Y | +96.1% | +143.2% | -47.1% | +22.2% |
| 5Y | +21.7% | +154.7% | -133.0% | -27.6% |
| All | +214.5% | +152.5% | +61.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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