-16.8%
BKNG vs MAS
+40.8%
-57.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +0.4% |
| 7D | +6.3% | +3.3% | +3.1% | +5.4% |
| 30D | +2.0% | +25.5% | -23.5% | -3.5% |
| 3M | -23.6% | +11.8% | -35.3% | -26.0% |
| 6M | -1.0% | +21.3% | -22.3% | -5.6% |
| YTD | -23.1% | +37.7% | -60.9% | -28.2% |
| All | -16.8% | +40.8% | -57.6% | -23.3% |
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