+894.4%
MSFT vs BAC
+239.8%
+654.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -6.2% | -1.9% | -4.4% | -5.6% |
| 30D | -3.7% | -7.2% | +3.5% | -1.1% |
| 3M | +3.6% | -20.4% | +24.1% | +12.3% |
| 6M | +26.8% | +1.3% | +25.5% | +25.8% |
| YTD | +8.4% | -6.4% | +14.8% | +10.3% |
| 1Y | +3.3% | -3.5% | +6.8% | +3.8% |
| 3Y | +44.3% | +96.7% | -52.4% | +8.4% |
| 5Y | +63.3% | +20.6% | +42.8% | +45.8% |
| 10Y | +894.4% | +233.0% | +661.3% | +562.8% |
| All | +894.4% | +239.8% | +654.5% | +562.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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