+166.1%
BKNG vs MAS
+217.4%
-51.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -6.3% | -1.8% | -4.5% | -5.6% |
| 30D | +1.1% | +23.6% | -22.4% | -7.3% |
| 3M | -24.6% | +12.4% | -37.0% | -28.1% |
| 6M | +2.0% | +21.9% | -19.8% | -6.5% |
| YTD | -24.7% | +36.1% | -60.8% | -35.3% |
| 1Y | -20.0% | +39.5% | -59.5% | -32.0% |
| 3Y | +33.4% | +59.1% | -25.8% | +2.6% |
| 5Y | +65.4% | +44.4% | +21.0% | +30.2% |
| 10Y | +166.1% | +217.0% | -50.8% | +39.5% |
| All | +166.1% | +217.4% | -51.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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