+391.9%
BAC vs MO
+114.1%
+277.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -0.3% | -1.0% | +0.8% | +0.1% |
| 30D | -1.8% | +5.8% | -7.5% | -4.0% |
| 3M | +15.3% | -4.5% | +19.8% | +16.6% |
| 6M | +30.2% | +5.7% | +24.4% | +25.3% |
| YTD | +15.6% | +23.1% | -7.5% | +3.3% |
| 1Y | +27.5% | +10.9% | +16.5% | +19.0% |
| 3Y | +137.0% | +96.1% | +40.9% | +64.2% |
| 5Y | +75.6% | +100.1% | -24.5% | +18.3% |
| All | +391.9% | +114.1% | +277.8% | +202.0% |
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