+137.7%
BKNG vs MSFU
+71.2%
+66.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -10.7% | -6.9% | -3.7% | -9.4% |
| 30D | -18.1% | -5.1% | -13.0% | -17.3% |
| 3M | +8.5% | +44.6% | -36.1% | -0.9% |
| 6M | -0.1% | +32.8% | -32.9% | -8.0% |
| YTD | -18.2% | -10.1% | -8.2% | -18.5% |
| 1Y | -19.9% | -19.4% | -0.5% | -18.4% |
| 3Y | +41.6% | +26.2% | +15.4% | +21.7% |
| All | +137.7% | +71.2% | +66.5% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling