+892.4%
BKNG vs MAS
+424.9%
+467.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.6% |
| 7D | -6.0% | -0.8% | -5.3% | -5.7% |
| 30D | -6.6% | -5.6% | -1.1% | -4.6% |
| 3M | +15.7% | +4.4% | +11.2% | +13.2% |
| 6M | +14.1% | +7.2% | +6.9% | +9.5% |
| YTD | -9.3% | +16.1% | -25.4% | -16.1% |
| 1Y | -12.8% | +0.1% | -12.9% | -14.8% |
| 3Y | +58.4% | +28.3% | +30.1% | +36.9% |
| 5Y | +114.1% | +30.5% | +83.7% | +81.2% |
| 10Y | +246.8% | +139.1% | +107.7% | +123.7% |
| All | +892.4% | +424.9% | +467.6% | +286.0% |
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