+26.2%
BAC vs MO
+11.1%
+15.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.8% | +7.1% | -9.9% | -2.0% |
| 3M | +14.2% | -2.0% | +16.2% | +14.1% |
| 6M | +30.5% | +7.3% | +23.2% | +32.7% |
| YTD | +15.8% | +23.5% | -7.6% | +19.5% |
| 1Y | +26.2% | +11.0% | +15.2% | +29.1% |
| All | +26.2% | +11.1% | +15.0% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling