-12.8%
BKNG vs MS
+49.4%
-62.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.0% | +1.4% | -7.4% | -6.3% |
| 30D | -6.6% | -0.3% | -6.4% | -6.6% |
| 3M | +15.7% | +0.3% | +15.4% | +15.0% |
| 6M | +14.1% | +31.3% | -17.2% | +1.7% |
| YTD | -9.3% | +24.7% | -34.0% | -17.5% |
| 1Y | -12.8% | +47.9% | -60.7% | -22.1% |
| All | -12.8% | +49.4% | -62.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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