+111.9%
MSFT vs BAM
+81.2%
+30.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -1.3% | -2.7% | +1.4% | -0.4% |
| 30D | -1.8% | +15.5% | -17.4% | -6.2% |
| 3M | +5.6% | -6.9% | +12.5% | +7.8% |
| 6M | +29.8% | +9.9% | +19.9% | +25.6% |
| YTD | +9.0% | +1.4% | +7.6% | +7.6% |
| 1Y | +4.9% | +3.3% | +1.7% | +2.9% |
| 3Y | +46.2% | +83.6% | -37.4% | +23.7% |
| All | +111.9% | +81.2% | +30.7% | +80.2% |
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