+86.2%
MA vs BAM
+84.5%
+1.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.6% | -1.6% |
| 7D | +3.2% | +7.9% | -4.8% | +1.0% |
| 30D | +15.9% | +16.0% | -0.1% | +11.4% |
| 3M | +15.2% | +0.6% | +14.5% | +14.7% |
| 6M | +32.4% | +10.5% | +21.9% | +28.2% |
| YTD | +15.6% | +3.2% | +12.4% | +13.7% |
| 1Y | +19.3% | +1.0% | +18.3% | +17.8% |
| 3Y | +73.0% | +84.2% | -11.3% | +45.2% |
| All | +86.2% | +84.5% | +1.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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