+218.4%
BKNG vs MAS
+135.2%
+83.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.7% |
| 7D | -7.9% | +1.0% | -8.8% | -8.2% |
| 30D | -15.9% | -8.1% | -7.8% | -13.0% |
| 3M | +11.1% | +3.3% | +7.8% | +9.1% |
| 6M | -0.7% | +12.4% | -13.1% | -6.7% |
| YTD | -15.4% | +13.3% | -28.7% | -21.5% |
| 1Y | -18.5% | -4.7% | -13.8% | -18.8% |
| 3Y | +46.5% | +33.0% | +13.5% | +21.6% |
| 5Y | +98.8% | +33.9% | +64.9% | +61.0% |
| 10Y | +218.4% | +135.4% | +83.0% | +90.9% |
| All | +218.4% | +135.2% | +83.1% | +90.9% |
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