+21.3%
BAC vs MSCI
+7.0%
+14.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.3% |
| 7D | +2.1% | +2.7% | -0.6% | +1.2% |
| 30D | -6.7% | +16.2% | -22.9% | -11.1% |
| 3M | -20.2% | +17.1% | -37.3% | -24.3% |
| 6M | -0.2% | +13.0% | -13.2% | -4.9% |
| YTD | -6.4% | +15.8% | -22.1% | -12.2% |
| 1Y | -3.1% | +15.5% | -18.6% | -9.0% |
| 3Y | +96.7% | +32.3% | +64.4% | +72.5% |
| 5Y | +21.3% | +8.2% | +13.1% | +4.7% |
| All | +21.3% | +7.0% | +14.2% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling