+120.8%
MS vs BAM
+86.2%
+34.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.0% |
| 7D | -1.6% | +9.7% | -11.3% | -6.2% |
| 30D | -3.8% | +19.0% | -22.8% | -12.3% |
| 3M | -14.6% | +0.6% | -15.2% | -15.2% |
| 6M | -5.1% | +11.1% | -16.1% | -11.0% |
| YTD | +4.5% | +4.2% | +0.3% | +0.9% |
| 1Y | +13.5% | +3.3% | +10.2% | +10.0% |
| 3Y | +160.4% | +88.8% | +71.6% | +91.3% |
| All | +120.8% | +86.2% | +34.6% | +61.6% |
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