+35.7%
MSFU vs BAM
+93.4%
-57.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.1% | +3.9% |
| 7D | +14.6% | +5.3% | +9.3% | +11.2% |
| 30D | +2.1% | +18.1% | -16.0% | -8.6% |
| 3M | +14.7% | +4.2% | +10.4% | +11.3% |
| 6M | +55.7% | +11.1% | +44.6% | +44.9% |
| YTD | +7.1% | +6.6% | +0.5% | +1.9% |
| 1Y | -0.5% | +6.2% | -6.7% | -5.5% |
| 3Y | +35.7% | +95.0% | -59.3% | +9.5% |
| All | +35.7% | +93.4% | -57.7% | +9.5% |
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 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