+73.4%
MAS vs BAM
+84.5%
-11.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.0% |
| 7D | +4.6% | +7.9% | -3.4% | +1.0% |
| 30D | +19.9% | +16.0% | +3.8% | +12.2% |
| 3M | +8.9% | +0.6% | +8.2% | +8.4% |
| 6M | +20.2% | +10.5% | +9.6% | +14.6% |
| YTD | +33.9% | +3.2% | +30.7% | +30.8% |
| 1Y | +34.7% | +1.0% | +33.6% | +32.5% |
| 3Y | +60.4% | +84.2% | -23.9% | +17.2% |
| All | +73.4% | +84.5% | -11.1% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling