+217.6%
BAC vs MS
+549.7%
-332.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | +3.2% | +5.1% | -1.8% | -0.8% |
| 30D | -0.7% | +5.7% | -6.4% | -5.3% |
| 3M | -20.0% | -12.2% | -7.8% | -11.7% |
| 6M | +3.4% | -0.5% | +3.9% | +2.3% |
| YTD | -5.7% | +9.8% | -15.6% | -14.8% |
| 1Y | -1.4% | +17.7% | -19.2% | -16.0% |
| 3Y | +97.9% | +176.8% | -78.9% | -19.7% |
| 5Y | +22.9% | +123.7% | -100.8% | -41.5% |
| All | +217.6% | +549.7% | -332.1% | -43.6% |
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