+91.7%
BKNG vs MKSI
+80.3%
+11.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -10.7% | +4.9% | -15.5% | -11.6% |
| 30D | -18.1% | -11.0% | -7.1% | -16.5% |
| 3M | +8.5% | -17.1% | +25.6% | +9.3% |
| 6M | -0.1% | +16.4% | -16.5% | -8.8% |
| YTD | -18.2% | +64.3% | -82.5% | -32.8% |
| 1Y | -19.9% | +137.7% | -157.6% | -41.5% |
| 3Y | +41.6% | +189.1% | -147.5% | -10.3% |
| All | +91.7% | +80.3% | +11.3% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling