+64.2%
MA vs BAM
+78.0%
-13.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.7% | -2.0% | -0.7% | -2.2% |
| 30D | +1.5% | -2.9% | +4.5% | +2.2% |
| 3M | +20.4% | +9.4% | +11.0% | +17.2% |
| 6M | +11.1% | +10.8% | +0.4% | +7.5% |
| YTD | +2.0% | -0.4% | +2.4% | +1.3% |
| 1Y | -2.2% | -10.9% | +8.7% | 0.0% |
| 3Y | +41.9% | +61.3% | -19.4% | +23.2% |
| All | +64.2% | +78.0% | -13.8% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling