-99.2%
MSTZ vs BAM
+18.7%
-117.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +3.8% |
| 7D | -29.7% | -2.0% | -27.7% | -31.1% |
| 30D | -65.3% | -2.9% | -62.4% | -66.4% |
| 3M | -57.3% | +9.4% | -66.7% | -46.3% |
| 6M | -61.6% | +10.8% | -72.4% | -46.4% |
| YTD | -78.3% | -0.4% | -77.8% | -73.5% |
| 1Y | -30.2% | -10.9% | -19.4% | -28.1% |
| All | -99.2% | +18.7% | -117.9% | -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 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