-85.6%
MSTU vs BAM
+18.7%
-104.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -4.4% |
| 7D | +21.3% | -2.0% | +23.3% | +27.4% |
| 30D | +90.8% | -2.9% | +93.7% | +101.8% |
| 3M | -6.8% | +9.4% | -16.1% | -22.3% |
| 6M | -39.8% | +10.8% | -50.6% | -49.3% |
| YTD | -55.7% | -0.4% | -55.2% | -53.9% |
| 1Y | -92.7% | -10.9% | -81.8% | -90.3% |
| All | -85.6% | +18.7% | -104.3% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling