+217.6%
BAC vs MSCI
+811.9%
-594.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +3.2% | +3.0% | +0.2% | +2.1% |
| 30D | -0.7% | +17.8% | -18.5% | -6.9% |
| 3M | -20.0% | +15.2% | -35.2% | -24.4% |
| 6M | +3.4% | +16.5% | -13.1% | -3.6% |
| YTD | -5.7% | +16.4% | -22.1% | -12.8% |
| 1Y | -1.4% | +16.8% | -18.3% | -9.0% |
| 3Y | +97.9% | +35.8% | +62.2% | +67.6% |
| 5Y | +22.9% | +7.0% | +16.0% | +11.2% |
| All | +217.6% | +811.9% | -594.2% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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