+223.4%
MKSI vs BAM
+66.1%
+157.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.6% |
| 7D | +4.9% | -6.1% | +10.9% | +9.5% |
| 30D | -11.0% | -13.8% | +2.9% | -1.5% |
| 3M | -17.1% | +4.4% | -21.5% | -21.1% |
| 6M | +16.4% | +6.4% | +10.0% | +8.6% |
| YTD | +64.3% | -7.1% | +71.3% | +68.1% |
| 1Y | +137.7% | -11.8% | +149.5% | +154.3% |
| 3Y | +189.1% | +50.2% | +138.9% | +108.2% |
| All | +223.4% | +66.1% | +157.3% | +115.6% |
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