+61.9%
BAC vs MSCI
+3,095.4%
-3,033.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.6% |
| 7D | -1.2% | +2.8% | -4.0% | -2.7% |
| 30D | -7.7% | +15.4% | -23.1% | -14.9% |
| 3M | -21.2% | +13.4% | -34.6% | -26.8% |
| 6M | -6.8% | +10.9% | -17.8% | -13.6% |
| YTD | -8.7% | +13.0% | -21.7% | -17.3% |
| 1Y | -5.3% | +12.0% | -17.3% | -13.9% |
| 3Y | +87.4% | +34.1% | +53.3% | +47.4% |
| 5Y | +18.9% | +3.9% | +15.0% | +2.7% |
| 10Y | +273.3% | +802.0% | -528.7% | -30.3% |
| All | +61.9% | +3,095.4% | -3,033.4% | -88.1% |
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 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