+63.0%
BAC vs MSCI
+3,169.6%
-3,106.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.1% |
| 7D | -2.7% | +6.0% | -8.7% | -5.8% |
| 30D | -8.0% | +18.2% | -26.2% | -16.3% |
| 3M | -20.9% | +15.1% | -36.0% | -27.2% |
| 6M | -5.4% | +13.7% | -19.1% | -13.5% |
| YTD | -8.1% | +15.6% | -23.7% | -17.8% |
| 1Y | -3.1% | +16.3% | -19.4% | -13.7% |
| 3Y | +88.1% | +36.9% | +51.3% | +46.3% |
| 5Y | +19.7% | +6.3% | +13.4% | +2.1% |
| 10Y | +275.9% | +823.0% | -547.1% | -30.7% |
| All | +63.0% | +3,169.6% | -3,106.6% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling