+103.6%
MSFU vs BAM
+88.1%
+15.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -3.6% |
| 7D | +4.0% | +5.0% | -0.9% | +1.6% |
| 30D | -2.3% | +16.6% | -18.9% | -10.8% |
| 3M | +7.1% | +2.2% | +4.9% | +5.5% |
| 6M | +48.9% | +9.7% | +39.2% | +41.0% |
| YTD | +2.4% | +5.2% | -2.8% | -1.0% |
| 1Y | -8.1% | +3.9% | -12.0% | -10.9% |
| 3Y | +25.2% | +91.5% | -66.4% | -4.2% |
| All | +103.6% | +88.1% | +15.5% | +57.5% |
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