+46.5%
BKNG vs MOS
-21.8%
+68.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.4% | -7.0% |
| 7D | -7.9% | +7.1% | -14.9% | -8.5% |
| 30D | -15.9% | +15.0% | -31.0% | -17.1% |
| 3M | +11.1% | +24.1% | -13.0% | +8.6% |
| 6M | -0.7% | +2.7% | -3.4% | -1.7% |
| YTD | -15.4% | +12.2% | -27.6% | -17.5% |
| 1Y | -18.5% | -16.3% | -2.2% | -17.5% |
| 3Y | +46.5% | -23.3% | +69.7% | +45.3% |
| All | +46.5% | -21.8% | +68.3% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling