-50.4%
MOS vs BAM
+80.8%
-131.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.8% |
| 7D | -2.6% | -2.0% | -0.6% | -1.9% |
| 30D | +13.5% | +13.7% | -0.2% | +9.1% |
| 3M | -2.9% | -4.8% | +1.9% | -1.5% |
| 6M | -1.0% | +7.6% | -8.6% | -3.8% |
| YTD | -7.2% | +1.2% | -8.4% | -8.6% |
| 1Y | -11.4% | -2.3% | -9.1% | -11.8% |
| 3Y | -29.0% | +84.1% | -113.1% | -49.4% |
| All | -50.4% | +80.8% | -131.2% | -65.2% |
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 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