-40.0%
MOH vs BAM
+78.0%
-118.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.1% |
| 7D | +0.4% | -2.0% | +2.4% | +0.4% |
| 30D | +2.9% | -2.9% | +5.8% | +2.9% |
| 3M | +4.1% | +9.4% | -5.2% | +3.8% |
| 6M | +33.8% | +10.8% | +23.1% | +33.1% |
| YTD | +15.7% | -0.4% | +16.2% | +15.9% |
| 1Y | +17.5% | -10.9% | +28.4% | +18.8% |
| 3Y | -35.3% | +61.3% | -96.6% | -39.3% |
| All | -40.0% | +78.0% | -118.0% | -44.7% |
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