+137.1%
BKNG vs MSFU
+73.2%
+64.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.5% |
| 7D | -10.0% | -1.8% | -8.2% | -9.7% |
| 30D | -18.1% | +0.5% | -18.5% | -18.2% |
| 3M | +6.3% | +51.9% | -45.5% | -3.9% |
| 6M | +0.8% | +35.0% | -34.1% | -7.5% |
| YTD | -18.4% | -9.0% | -9.4% | -18.9% |
| 1Y | -20.4% | -18.8% | -1.6% | -19.0% |
| 3Y | +39.5% | +25.5% | +14.0% | +20.2% |
| All | +137.1% | +73.2% | +64.0% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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