+792.3%
BAC vs MS
+5,117.3%
-4,325.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | -0.2% |
| 7D | -2.7% | -3.4% | +0.7% | -0.8% |
| 30D | -8.0% | -3.9% | -4.1% | -6.0% |
| 3M | -20.9% | -15.9% | -5.0% | -12.7% |
| 6M | -5.4% | -2.5% | -2.9% | -4.7% |
| YTD | -8.1% | +5.1% | -13.2% | -11.8% |
| 1Y | -3.1% | +13.0% | -16.1% | -10.9% |
| 3Y | +88.1% | +160.7% | -72.5% | +5.4% |
| 5Y | +19.7% | +114.0% | -94.3% | -24.9% |
| 10Y | +275.9% | +637.5% | -361.6% | +20.4% |
| All | +792.3% | +5,117.3% | -4,325.1% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling