-43.9%
MSTZ vs BAM
+15.2%
-59.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.2% | -15.8% | +0.7% |
| 7D | +0.7% | +14.2% | -13.5% | +26.8% |
| 30D | +16.6% | +21.0% | -4.4% | +66.2% |
| 3M | -74.7% | +5.2% | -79.9% | -69.7% |
| 6M | -43.9% | +16.0% | -59.9% | -15.6% |
| All | -43.9% | +15.2% | -59.1% | -15.6% |
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 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