-42.0%
MOH vs BAM
+67.8%
-109.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -1.0% |
| 7D | -4.2% | -3.9% | -0.3% | -4.1% |
| 30D | -2.4% | -8.8% | +6.4% | -2.2% |
| 3M | -4.4% | +2.2% | -6.6% | -4.6% |
| 6M | +32.9% | +5.9% | +27.0% | +32.2% |
| YTD | +11.9% | -6.1% | +18.0% | +12.2% |
| 1Y | +6.9% | -11.6% | +18.6% | +7.8% |
| 3Y | -39.4% | +51.7% | -91.1% | -43.1% |
| All | -42.0% | +67.8% | -109.8% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling