+93.1%
BKNG vs MA
+64.1%
+29.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -10.7% | -3.5% | -7.2% | -8.3% |
| 30D | -18.1% | +0.7% | -18.8% | -18.4% |
| 3M | +8.5% | +15.8% | -7.3% | -2.4% |
| 6M | -0.1% | +10.2% | -10.3% | -7.0% |
| YTD | -18.2% | -0.5% | -17.7% | -18.2% |
| 1Y | -19.9% | -1.8% | -18.0% | -19.2% |
| 3Y | +41.6% | +38.7% | +2.9% | +8.9% |
| 5Y | +93.1% | +67.6% | +25.5% | +23.6% |
| All | +93.1% | +64.1% | +29.0% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling