-88.6%
MSTU vs BAM
+2.7%
-91.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -3.1% |
| 7D | -4.3% | +9.7% | -14.0% | -18.5% |
| 30D | -34.6% | +19.0% | -53.6% | -52.0% |
| 3M | +39.0% | +0.6% | +38.5% | +39.0% |
| 6M | -70.5% | +11.1% | -81.6% | -74.8% |
| YTD | -68.6% | +4.2% | -72.8% | -71.5% |
| 1Y | -88.6% | +3.3% | -92.0% | -89.5% |
| All | -88.6% | +2.7% | -91.3% | -89.5% |
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 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