-92.4%
MSTU vs BAM
+20.9%
-113.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.5% |
| 7D | -25.8% | -2.7% | -23.1% | -21.8% |
| 30D | -43.9% | +15.5% | -59.4% | -57.9% |
| 3M | +2.9% | -6.9% | +9.7% | +21.0% |
| 6M | -75.5% | +9.9% | -85.4% | -79.2% |
| YTD | -76.7% | +1.4% | -78.1% | -76.3% |
| 1Y | -88.9% | +3.3% | -92.2% | -89.2% |
| All | -92.4% | +20.9% | -113.3% | -95.2% |
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