+30.2%
MSFU vs BAM
+61.4%
-31.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.6% |
| 7D | -5.7% | -2.0% | -3.7% | -4.5% |
| 30D | +4.2% | -2.9% | +7.1% | +6.1% |
| 3M | +27.9% | +9.4% | +18.5% | +21.1% |
| 6M | +37.1% | +10.8% | +26.4% | +28.4% |
| YTD | -7.4% | -0.4% | -6.9% | -7.6% |
| 1Y | -19.6% | -10.9% | -8.7% | -14.9% |
| All | +30.2% | +61.4% | -31.2% | +7.3% |
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