-18.5%
BKNG vs MAS
-4.8%
-13.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -6.2% |
| 7D | -7.9% | +1.0% | -8.8% | -8.0% |
| 30D | -15.9% | -8.1% | -7.8% | -14.5% |
| 3M | +11.1% | +3.3% | +7.8% | +11.0% |
| 6M | -0.7% | +12.4% | -13.1% | -2.5% |
| YTD | -15.4% | +13.3% | -28.7% | -17.3% |
| 1Y | -18.5% | -4.7% | -13.8% | -20.8% |
| All | -18.5% | -4.8% | -13.7% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling