+141,733.1%
MSFT vs BAC
+1,080.2%
+140,652.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +1.7% | -1.2% | +2.8% | +2.0% |
| 30D | +0.2% | -7.7% | +7.8% | +2.3% |
| 3M | +6.4% | -21.2% | +27.5% | +13.1% |
| 6M | +28.7% | -6.8% | +35.5% | +30.8% |
| YTD | +10.4% | -8.7% | +19.1% | +12.6% |
| 1Y | +7.6% | -5.3% | +12.9% | +8.6% |
| 3Y | +52.3% | +87.4% | -35.1% | +26.9% |
| 5Y | +64.5% | +18.9% | +45.6% | +52.8% |
| 10Y | +917.8% | +273.3% | +644.5% | +582.5% |
| All | +141,733.1% | +1,080.2% | +140,652.9% | +43,138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling