+133,470.8%
MSFT vs BAC
+1,396.9%
+132,073.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | +2.7% | -0.4% | +3.1% | +2.8% |
| 3M | +17.0% | +16.9% | +0.1% | +12.2% |
| 6M | +23.8% | +26.6% | -2.8% | +16.2% |
| YTD | +4.0% | +15.8% | -11.8% | -0.3% |
| 1Y | -0.8% | +27.2% | -28.0% | -7.4% |
| 3Y | +55.6% | +132.4% | -76.8% | +22.5% |
| 5Y | +72.9% | +72.6% | +0.3% | +45.6% |
| 10Y | +875.8% | +389.7% | +486.1% | +510.1% |
| All | +133,470.8% | +1,396.9% | +132,073.9% | +38,189.1% |
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