+13.7%
MSCI vs BAM
+12.2%
+1.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.4% |
| 7D | +6.0% | +7.9% | -1.9% | +2.7% |
| 30D | +18.2% | +16.0% | +2.2% | +11.1% |
| 3M | +15.1% | +0.6% | +14.5% | +13.9% |
| 6M | +13.7% | +10.5% | +3.2% | +8.0% |
| All | +13.7% | +12.2% | +1.5% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling