+127.3%
MO vs BAM
+81.2%
+46.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +3.3% | -2.7% | +6.0% | +3.3% |
| 30D | +7.5% | +15.5% | -8.0% | +7.6% |
| 3M | +22.8% | -6.9% | +29.6% | +22.7% |
| 6M | +13.4% | +9.9% | +3.5% | +13.4% |
| YTD | +43.0% | +1.4% | +41.6% | +43.1% |
| 1Y | +45.2% | +3.3% | +42.0% | +45.3% |
| 3Y | +145.5% | +83.6% | +61.9% | +130.1% |
| All | +127.3% | +81.2% | +46.1% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling