+209.9%
BKNG vs MS
+799.6%
-589.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.2% |
| 7D | -10.7% | -2.1% | -8.6% | -9.6% |
| 30D | -18.1% | -1.1% | -17.0% | -17.7% |
| 3M | +8.5% | +3.5% | +5.1% | +5.5% |
| 6M | -0.1% | +33.7% | -33.8% | -15.9% |
| YTD | -18.2% | +21.8% | -40.0% | -27.9% |
| 1Y | -19.9% | +41.1% | -61.0% | -35.2% |
| 3Y | +41.6% | +174.5% | -132.9% | -23.7% |
| 5Y | +93.1% | +140.7% | -47.5% | +10.6% |
| All | +209.9% | +799.6% | -589.7% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling