+19.7%
BAC vs MS
+110.9%
-91.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | +0.5% |
| 7D | -2.7% | -3.4% | +0.7% | -0.4% |
| 30D | -8.0% | -3.9% | -4.1% | -5.6% |
| 3M | -20.9% | -15.9% | -5.0% | -11.1% |
| 6M | -5.4% | -2.5% | -2.9% | -5.0% |
| YTD | -8.1% | +5.1% | -13.2% | -13.2% |
| 1Y | -3.1% | +13.0% | -16.1% | -13.3% |
| 3Y | +88.1% | +160.7% | -72.5% | -12.4% |
| 5Y | +19.7% | +114.0% | -94.3% | -37.4% |
| All | +19.7% | +110.9% | -91.2% | -37.4% |
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