-49.1%
MOS vs BAM
+84.5%
-133.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +4.3% |
| 7D | +22.5% | +7.9% | +14.5% | +19.8% |
| 30D | +6.6% | +16.0% | -9.4% | +1.8% |
| 3M | -3.8% | +0.6% | -4.5% | -4.2% |
| 6M | -2.2% | +10.5% | -12.7% | -5.8% |
| YTD | -4.8% | +3.2% | -8.0% | -6.9% |
| 1Y | -11.7% | +1.0% | -12.7% | -13.2% |
| 3Y | -26.5% | +84.2% | -110.8% | -47.5% |
| All | -49.1% | +84.5% | -133.6% | -64.5% |
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