+55.0%
MSFT vs BAC
+137.1%
-82.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +2.7% | -0.4% | +3.1% | +2.8% |
| 3M | +17.0% | +16.9% | +0.1% | +12.8% |
| 6M | +23.8% | +26.6% | -2.8% | +17.1% |
| YTD | +4.0% | +15.8% | -11.8% | +0.3% |
| 1Y | -0.8% | +27.2% | -28.0% | -6.6% |
| All | +55.0% | +137.1% | -82.1% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling