+251.7%
BAC vs MSI
+689.5%
-437.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.0% |
| 7D | +2.0% | +8.3% | -6.4% | -2.0% |
| 30D | -6.9% | +18.9% | -25.8% | -14.6% |
| 3M | -19.6% | +13.2% | -32.8% | -24.5% |
| 6M | -0.5% | +38.3% | -38.7% | -16.0% |
| YTD | -6.6% | +38.9% | -45.5% | -22.4% |
| 1Y | -3.0% | +36.7% | -39.6% | -18.8% |
| 3Y | +97.3% | +76.6% | +20.8% | +39.1% |
| 5Y | +21.9% | +124.5% | -102.6% | -27.2% |
| 10Y | +251.7% | +674.5% | -422.9% | +13.7% |
| All | +251.7% | +689.5% | -437.8% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling