-87.2%
MSTU vs BAM
+4.2%
-91.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.2% | +4.1% | -0.4% |
| 7D | -4.8% | +14.2% | -19.1% | -25.6% |
| 30D | -29.6% | +21.0% | -50.5% | -50.2% |
| 3M | +69.4% | +5.2% | +64.2% | +54.8% |
| 6M | -62.2% | +16.0% | -78.2% | -70.5% |
| YTD | -61.1% | +6.5% | -67.5% | -66.2% |
| 1Y | -87.2% | +4.4% | -91.5% | -88.4% |
| All | -87.2% | +4.2% | -91.4% | -88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling