+97.3%
BAC vs MSCI
+32.0%
+65.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.1% |
| 7D | +2.0% | +1.5% | +0.5% | +1.7% |
| 30D | -6.9% | +14.4% | -21.3% | -10.0% |
| 3M | -19.6% | +15.2% | -34.8% | -22.4% |
| 6M | -0.5% | +11.2% | -11.7% | -3.8% |
| YTD | -6.6% | +13.9% | -20.6% | -10.9% |
| 1Y | -3.0% | +12.5% | -15.5% | -7.1% |
| 3Y | +97.3% | +32.3% | +65.0% | +76.1% |
| All | +97.3% | +32.0% | +65.3% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling