-99.3%
MSTZ vs BAM
+24.2%
-123.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +2.6% |
| 7D | -1.2% | +9.7% | -10.9% | +19.5% |
| 30D | +22.2% | +19.0% | +3.2% | +75.4% |
| 3M | -70.4% | +0.6% | -71.0% | -67.7% |
| 6M | -31.0% | +11.1% | -42.1% | -3.3% |
| YTD | -81.0% | +4.2% | -85.2% | -73.4% |
| 1Y | -61.2% | +3.3% | -64.5% | -45.4% |
| All | -99.3% | +24.2% | -123.5% | -97.2% |
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