+263.2%
BAC vs MS
+616.2%
-353.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.2% |
| 7D | -1.2% | -1.6% | +0.4% | 0.0% |
| 30D | -7.7% | -3.8% | -3.9% | -5.0% |
| 3M | -21.2% | -14.6% | -6.6% | -11.0% |
| 6M | -6.8% | -5.1% | -1.8% | -4.4% |
| YTD | -8.7% | +4.5% | -13.2% | -14.2% |
| 1Y | -5.3% | +13.5% | -18.8% | -16.9% |
| 3Y | +87.4% | +160.4% | -73.0% | -20.2% |
| 5Y | +18.9% | +112.9% | -93.9% | -41.2% |
| All | +263.2% | +616.2% | -353.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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