-41.5%
MOS vs BAM
+78.0%
-119.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +9.5% | -2.0% | +11.5% | +10.2% |
| 30D | +10.4% | -2.9% | +13.3% | +11.2% |
| 3M | +12.9% | +9.4% | +3.5% | +9.3% |
| 6M | +1.2% | +10.8% | -9.5% | -2.8% |
| YTD | +9.3% | -0.4% | +9.8% | +8.2% |
| 1Y | -18.0% | -10.9% | -7.1% | -15.6% |
| 3Y | -29.0% | +61.3% | -90.3% | -46.8% |
| All | -41.5% | +78.0% | -119.5% | -58.8% |
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 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