+39.1%
BKNG vs MS
+176.5%
-137.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -13.1% | +1.7% | -14.8% | -13.7% |
| 30D | -18.5% | 0.0% | -18.5% | -18.6% |
| 3M | +5.8% | +3.0% | +2.8% | +3.8% |
| 6M | -2.1% | +35.7% | -37.8% | -15.0% |
| YTD | -18.6% | +23.3% | -42.0% | -26.6% |
| 1Y | -21.7% | +44.7% | -66.3% | -34.3% |
| All | +39.1% | +176.5% | -137.4% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling