+1,376.8%
BAC vs MSI
+4,035.2%
-2,658.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.1% | -3.7% | +4.8% | +2.4% |
| 30D | -0.4% | +6.8% | -7.2% | -3.0% |
| 3M | +16.9% | +14.3% | +2.6% | +10.9% |
| 6M | +26.6% | -1.6% | +28.2% | +26.3% |
| YTD | +15.8% | +22.8% | -7.0% | +6.2% |
| 1Y | +27.2% | -1.1% | +28.3% | +25.7% |
| 3Y | +132.4% | +70.5% | +61.9% | +86.3% |
| 5Y | +72.6% | +102.8% | -30.2% | +28.4% |
| 10Y | +389.7% | +597.4% | -207.7% | +134.2% |
| All | +1,376.8% | +4,035.2% | -2,658.4% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling