+9.4%
BKNG vs MSTU
-87.7%
+97.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.4% |
| 7D | -10.0% | -16.6% | +6.6% | -9.4% |
| 30D | -18.1% | +69.7% | -87.8% | -20.5% |
| 3M | +6.3% | -7.5% | +13.8% | +5.2% |
| 6M | +0.8% | -43.1% | +44.0% | +0.5% |
| YTD | -18.4% | -63.0% | +44.6% | -18.4% |
| 1Y | -20.4% | -93.8% | +73.4% | -13.6% |
| All | +9.4% | -87.7% | +97.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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