+76.9%
MSI vs BAM
+85.2%
-8.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +2.6% | -2.0% | +4.6% | +2.9% |
| 30D | +18.1% | +13.7% | +4.5% | +15.6% |
| 3M | +13.2% | -4.8% | +18.0% | +13.9% |
| 6M | +36.3% | +7.6% | +28.7% | +34.2% |
| YTD | +39.5% | +1.2% | +38.4% | +38.3% |
| 1Y | +36.9% | -2.3% | +39.1% | +36.4% |
| All | +76.9% | +85.2% | -8.3% | +62.5% |
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