-21.4%
BKNG vs MOS
-11.5%
-9.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.0% |
| 7D | -4.5% | -2.6% | -1.9% | -4.3% |
| 30D | +2.3% | +13.5% | -11.1% | +1.0% |
| 3M | -23.9% | -2.9% | -21.0% | -24.8% |
| 6M | +0.9% | -1.0% | +1.9% | -0.5% |
| YTD | -24.2% | -7.2% | -17.0% | -25.0% |
| 1Y | -21.4% | -11.4% | -10.0% | -22.5% |
| All | -21.4% | -11.5% | -9.9% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling