-13.6%
BKNG vs MA
+24.3%
-37.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.9% | +5.9% | +6.8% |
| 7D | +15.6% | +10.2% | +5.3% | +7.7% |
| 30D | +8.0% | +19.3% | -11.3% | -5.0% |
| 3M | -11.8% | +18.0% | -29.7% | -21.7% |
| 6M | +3.8% | +33.7% | -29.9% | -16.2% |
| YTD | -19.6% | +18.6% | -38.2% | -30.1% |
| 1Y | -13.6% | +22.5% | -36.1% | -25.6% |
| All | -13.6% | +24.3% | -37.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling