+868.6%
MSFT vs BAC
+394.6%
+474.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | -1.0% | -0.7% | -0.3% | -0.8% |
| 3M | +20.2% | +16.9% | +3.3% | +13.5% |
| 6M | +21.3% | +29.6% | -8.3% | +10.1% |
| YTD | +2.8% | +15.3% | -12.5% | -2.9% |
| 1Y | 0.0% | +28.8% | -28.9% | -9.5% |
| 3Y | +51.2% | +136.4% | -85.2% | +6.6% |
| 5Y | +71.4% | +72.9% | -1.5% | +34.0% |
| 10Y | +868.6% | +391.8% | +476.8% | +441.3% |
| All | +868.6% | +394.6% | +474.0% | +441.3% |
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