-74.3%
MSTU vs BAM
+11.1%
-85.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.3% | -7.4% | -9.0% |
| 7D | -9.3% | +5.3% | -14.6% | -16.2% |
| 30D | -38.3% | +18.1% | -56.4% | -54.0% |
| 3M | +24.0% | +4.2% | +19.8% | +14.8% |
| All | -74.3% | +11.1% | -85.4% | -79.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling