+79.6%
MAS vs BAM
+90.3%
-10.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.2% | -0.6% | +2.8% |
| 7D | +14.2% | +14.2% | -0.1% | +7.5% |
| 30D | +26.8% | +21.0% | +5.8% | +16.5% |
| 3M | +13.1% | +5.2% | +7.9% | +10.3% |
| 6M | +27.9% | +16.0% | +12.0% | +19.4% |
| YTD | +38.7% | +6.5% | +32.2% | +33.5% |
| 1Y | +40.4% | +4.4% | +36.0% | +36.0% |
| 3Y | +66.1% | +90.0% | -23.9% | +19.7% |
| All | +79.6% | +90.3% | -10.7% | +26.9% |
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