+39.8%
BKNG vs MOH
-37.5%
+77.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.4% |
| 7D | -10.7% | -1.3% | -9.4% | -10.6% |
| 30D | -18.1% | +3.0% | -21.1% | -18.1% |
| 3M | +8.5% | +1.2% | +7.3% | +8.5% |
| 6M | -0.1% | +41.7% | -41.8% | -0.3% |
| YTD | -18.2% | +15.4% | -33.6% | -18.3% |
| 1Y | -19.9% | +11.8% | -31.7% | -20.0% |
| All | +39.8% | -37.5% | +77.3% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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