+1,064.4%
BAC vs MSI
+4,457.4%
-3,393.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.2% | +4.7% | -5.9% | -2.9% |
| 30D | -7.7% | +14.8% | -22.4% | -12.2% |
| 3M | -21.2% | +8.8% | -30.0% | -23.7% |
| 6M | -6.8% | +19.3% | -26.2% | -13.4% |
| YTD | -8.7% | +35.3% | -44.0% | -19.3% |
| 1Y | -5.3% | +33.8% | -39.1% | -16.0% |
| 3Y | +87.4% | +74.4% | +13.0% | +49.0% |
| 5Y | +18.9% | +120.5% | -101.6% | -14.2% |
| 10Y | +273.3% | +685.2% | -411.9% | +71.0% |
| All | +1,064.4% | +4,457.4% | -3,393.0% | +108.6% |
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