+71.4%
BAC vs MSI
+103.4%
-31.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.1% | -3.7% | +4.8% | +2.3% |
| 30D | -0.4% | +6.8% | -7.2% | -2.7% |
| 3M | +16.9% | +14.3% | +2.6% | +11.5% |
| 6M | +26.6% | -1.6% | +28.2% | +26.7% |
| YTD | +15.8% | +22.8% | -7.0% | +6.4% |
| 1Y | +27.2% | -1.1% | +28.3% | +26.7% |
| 3Y | +132.4% | +70.5% | +61.9% | +80.0% |
| All | +71.4% | +103.4% | -31.9% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling