+177.0%
BKNG vs MOS
-4.2%
+181.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.6% |
| 7D | -4.5% | -2.6% | -1.9% | -3.9% |
| 30D | +2.3% | +13.5% | -11.1% | -0.8% |
| 3M | -23.9% | -2.9% | -21.0% | -24.0% |
| 6M | +0.9% | -1.0% | +1.9% | -0.1% |
| YTD | -24.2% | -7.2% | -17.0% | -25.0% |
| 1Y | -21.4% | -11.4% | -10.0% | -21.6% |
| 3Y | +34.2% | -29.0% | +63.2% | +36.9% |
| 5Y | +68.3% | -34.0% | +102.3% | +64.2% |
| All | +177.0% | -4.2% | +181.2% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling