+892.4%
BKNG vs MS
+799.2%
+93.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.0% | +1.4% | -7.4% | -6.5% |
| 30D | -6.6% | -0.3% | -6.4% | -6.6% |
| 3M | +15.7% | +0.3% | +15.4% | +14.8% |
| 6M | +14.1% | +31.3% | -17.2% | +2.0% |
| YTD | -9.3% | +24.7% | -34.0% | -17.5% |
| 1Y | -12.8% | +47.9% | -60.7% | -25.8% |
| 3Y | +58.4% | +178.3% | -119.9% | +4.5% |
| 5Y | +114.1% | +144.9% | -30.7% | +48.0% |
| 10Y | +246.8% | +804.5% | -557.7% | +45.8% |
| All | +892.4% | +799.2% | +93.2% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling