+177.0%
BKNG vs MS
+544.7%
-367.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -4.5% | +3.7% | -8.1% | -6.3% |
| 30D | +2.3% | +2.0% | +0.4% | +1.0% |
| 3M | -23.9% | -12.6% | -11.3% | -18.6% |
| 6M | +0.9% | -0.3% | +1.2% | -0.7% |
| YTD | -24.2% | +9.0% | -33.2% | -29.5% |
| 1Y | -21.4% | +13.9% | -35.3% | -28.8% |
| 3Y | +34.2% | +173.6% | -139.4% | -28.7% |
| 5Y | +68.3% | +122.0% | -53.7% | -0.5% |
| All | +177.0% | +544.7% | -367.7% | -6.6% |
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