+98.8%
BKNG vs MOS
-7.1%
+105.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.4% | -7.1% |
| 7D | -7.9% | +7.1% | -14.9% | -8.8% |
| 30D | -15.9% | +15.0% | -31.0% | -17.7% |
| 3M | +11.1% | +24.1% | -13.0% | +7.3% |
| 6M | -0.7% | +2.7% | -3.4% | -2.0% |
| YTD | -15.4% | +12.2% | -27.6% | -18.1% |
| 1Y | -18.5% | -16.3% | -2.2% | -17.4% |
| 3Y | +46.5% | -23.3% | +69.7% | +47.3% |
| 5Y | +98.8% | -4.2% | +102.9% | +68.7% |
| All | +98.8% | -7.1% | +105.9% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling