-40.2%
MOH vs BAM
+66.1%
-106.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.2% |
| 7D | -1.3% | -6.1% | +4.8% | -1.1% |
| 30D | +3.0% | -13.8% | +16.8% | +3.3% |
| 3M | +1.2% | +4.4% | -3.2% | +0.9% |
| 6M | +41.7% | +6.4% | +35.3% | +40.9% |
| YTD | +15.4% | -7.1% | +22.5% | +15.8% |
| 1Y | +11.8% | -11.8% | +23.6% | +12.6% |
| 3Y | -37.5% | +50.2% | -87.7% | -41.3% |
| All | -40.2% | +66.1% | -106.3% | -44.8% |
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