+106.0%
MSI vs BAM
+84.8%
+21.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +7.7% | -2.9% | +10.6% | +8.2% |
| 30D | +19.9% | +14.7% | +5.2% | +17.1% |
| 3M | +14.9% | -4.1% | +19.1% | +15.5% |
| 6M | +37.2% | +9.6% | +27.7% | +34.7% |
| YTD | +40.8% | +3.4% | +37.4% | +39.0% |
| 1Y | +38.1% | +1.0% | +37.1% | +36.9% |
| 3Y | +77.7% | +88.2% | -10.5% | +54.5% |
| All | +106.0% | +84.8% | +21.2% | +78.4% |
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 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