+32.3%
BKNG vs MAS
+59.3%
-27.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -4.5% | +1.2% | -5.6% | -4.8% |
| 30D | +2.3% | +21.6% | -19.3% | -2.9% |
| 3M | -23.9% | +14.1% | -38.0% | -26.6% |
| 6M | +0.9% | +22.6% | -21.7% | -4.7% |
| YTD | -24.2% | +35.4% | -59.6% | -31.0% |
| 1Y | -21.4% | +37.5% | -58.9% | -28.9% |
| All | +32.3% | +59.3% | -27.1% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling