+91.0%
BKNG vs MS
+144.3%
-53.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -13.1% | +1.7% | -14.8% | -13.8% |
| 30D | -18.5% | 0.0% | -18.5% | -18.6% |
| 3M | +5.8% | +3.0% | +2.8% | +3.2% |
| 6M | -2.1% | +35.7% | -37.8% | -18.1% |
| YTD | -18.6% | +23.3% | -42.0% | -28.6% |
| 1Y | -21.7% | +44.7% | -66.3% | -37.4% |
| 3Y | +40.9% | +178.0% | -137.1% | -25.8% |
| 5Y | +91.0% | +143.2% | -52.2% | +5.1% |
| All | +91.0% | +144.3% | -53.4% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling