-13.5%
MSFU vs BAM
+2.1%
-15.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.0% | -3.5% |
| 7D | -12.7% | -2.9% | -9.8% | -10.7% |
| 30D | -9.0% | +14.7% | -23.7% | -17.0% |
| 3M | +2.9% | -4.1% | +7.1% | +7.0% |
| 6M | +43.5% | +9.6% | +34.0% | +34.8% |
| YTD | -2.4% | +3.4% | -5.8% | -7.8% |
| 1Y | -13.5% | +1.0% | -14.5% | -18.4% |
| All | -13.5% | +2.1% | -15.6% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling