+726.9%
BKNG vs MAS
+493.6%
+233.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.0% |
| 7D | +8.5% | +2.0% | +6.5% | +7.8% |
| 30D | +3.1% | +19.4% | -16.3% | -3.6% |
| 3M | -22.3% | +9.4% | -31.8% | -25.0% |
| 6M | -4.1% | +15.3% | -19.4% | -9.6% |
| YTD | -24.5% | +31.3% | -55.8% | -33.3% |
| 1Y | -17.3% | +34.9% | -52.1% | -27.8% |
| 3Y | +38.4% | +58.6% | -20.2% | +10.5% |
| 5Y | +57.0% | +40.7% | +16.3% | +29.5% |
| 10Y | +188.7% | +220.4% | -31.7% | +67.5% |
| All | +726.9% | +493.6% | +233.3% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling