+209.9%
BKNG vs MOS
+12.4%
+197.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.2% |
| 7D | -10.7% | -0.4% | -10.3% | -10.6% |
| 30D | -18.1% | +10.0% | -28.1% | -20.0% |
| 3M | +8.5% | +28.2% | -19.6% | +2.0% |
| 6M | -0.1% | -3.1% | +3.0% | -0.9% |
| YTD | -18.2% | +7.4% | -25.6% | -21.3% |
| 1Y | -19.9% | -21.8% | +2.0% | -17.2% |
| 3Y | +41.6% | -26.6% | +68.2% | +44.1% |
| 5Y | +93.1% | -10.1% | +103.2% | +74.2% |
| All | +209.9% | +12.4% | +197.5% | +124.8% |
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