+64.1%
MSFT vs BAC
+18.0%
+46.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +1.7% | -1.2% | +2.8% | +2.1% |
| 30D | +0.2% | -7.7% | +7.8% | +2.8% |
| 3M | +6.4% | -21.2% | +27.5% | +14.7% |
| 6M | +28.7% | -6.8% | +35.5% | +31.3% |
| YTD | +10.4% | -8.7% | +19.1% | +13.0% |
| 1Y | +7.6% | -5.3% | +12.9% | +8.7% |
| 3Y | +52.3% | +87.4% | -35.1% | +16.7% |
| All | +64.1% | +18.0% | +46.1% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling