+105.4%
BAC vs MSCI
+2,756.4%
-2,651.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | -0.4% | +0.6% | -1.0% | -0.8% |
| 3M | +16.9% | -7.1% | +24.0% | +20.3% |
| 6M | +26.6% | +0.8% | +25.8% | +23.7% |
| YTD | +15.8% | +1.0% | +14.8% | +11.9% |
| 1Y | +27.2% | +4.3% | +22.9% | +19.8% |
| 3Y | +132.4% | +9.9% | +122.5% | +105.0% |
| 5Y | +72.6% | -6.8% | +79.3% | +57.8% |
| 10Y | +389.7% | +614.7% | -224.9% | +5.7% |
| All | +105.4% | +2,756.4% | -2,651.0% | -83.9% |
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 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