-13.6%
BKNG vs MS
+22.2%
-35.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.2% | +5.6% | +8.7% |
| 7D | +15.6% | +2.6% | +12.9% | +14.8% |
| 30D | +8.0% | +2.6% | +5.4% | +7.3% |
| 3M | -11.8% | -10.1% | -1.7% | -9.3% |
| 6M | +3.8% | +4.4% | -0.6% | -0.7% |
| YTD | -19.6% | +11.7% | -31.3% | -26.1% |
| 1Y | -13.6% | +20.9% | -34.5% | -24.2% |
| All | -13.6% | +22.2% | -35.8% | -24.2% |
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