+71.4%
BAC vs MS
+145.3%
-73.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +1.1% | +1.4% | -0.3% | +0.1% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +16.9% | +0.3% | +16.6% | +15.8% |
| 6M | +26.6% | +31.3% | -4.7% | +3.0% |
| YTD | +15.8% | +24.7% | -8.9% | -2.7% |
| 1Y | +27.2% | +47.9% | -20.7% | -6.0% |
| 3Y | +132.4% | +178.3% | -45.9% | +4.2% |
| All | +71.4% | +145.3% | -73.8% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling