-13.3%
BKNG vs MKSI
+27.2%
-40.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.3% | +8.0% | -2.0% |
| 7D | +12.2% | -18.2% | +30.4% | +10.6% |
| 30D | +7.0% | -37.2% | +44.2% | +4.0% |
| 3M | -18.3% | -43.5% | +25.2% | -21.0% |
| 6M | +1.1% | -38.4% | +39.6% | -4.5% |
| YTD | -20.7% | +10.9% | -31.6% | -31.1% |
| 1Y | -13.3% | +26.9% | -40.2% | -27.0% |
| All | -13.3% | +27.2% | -40.6% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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