+721.3%
BKNG vs MOS
+62.3%
+659.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.2% |
| 30D | -0.7% | +15.3% | -16.0% | -4.8% |
| 3M | -25.0% | +1.5% | -26.5% | -26.0% |
| 6M | +3.4% | -2.0% | +5.4% | +2.5% |
| YTD | -25.0% | -6.5% | -18.4% | -26.1% |
| 1Y | -20.7% | -11.1% | -9.6% | -21.0% |
| 3Y | +30.9% | -30.3% | +61.2% | +34.7% |
| 5Y | +66.6% | -33.5% | +100.1% | +63.6% |
| 10Y | +165.1% | -3.3% | +168.4% | +104.6% |
| All | +721.3% | +62.3% | +659.1% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling