-19.9%
BKNG vs MS
+42.2%
-62.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.8% |
| 7D | -10.7% | -2.1% | -8.6% | -10.2% |
| 30D | -18.1% | -1.1% | -17.0% | -17.9% |
| 3M | +8.5% | +3.5% | +5.1% | +6.4% |
| 6M | -0.1% | +33.7% | -33.8% | -11.7% |
| YTD | -18.2% | +21.8% | -40.0% | -25.2% |
| 1Y | -19.9% | +41.1% | -61.0% | -28.3% |
| All | -19.9% | +42.2% | -62.1% | -28.3% |
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