+30.9%
MSFU vs BAM
+85.9%
-55.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.5% |
| 7D | +2.5% | +9.7% | -7.3% | -3.6% |
| 30D | -1.3% | +19.0% | -20.3% | -12.2% |
| 3M | +8.6% | +0.6% | +8.1% | +8.0% |
| 6M | +48.4% | +11.1% | +37.3% | +38.1% |
| YTD | +1.6% | +4.2% | -2.6% | -1.9% |
| 1Y | -5.8% | +3.3% | -9.1% | -8.9% |
| 3Y | +30.9% | +88.8% | -57.8% | +8.3% |
| All | +30.9% | +85.9% | -55.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling