+9.7%
BKNG vs MSTU
-88.1%
+97.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | +0.8% |
| 7D | -10.7% | -22.0% | +11.4% | -9.8% |
| 30D | -18.1% | +60.3% | -78.4% | -20.3% |
| 3M | +8.5% | -3.7% | +12.2% | +7.1% |
| 6M | -0.1% | -45.2% | +45.1% | -0.3% |
| YTD | -18.2% | -64.3% | +46.1% | -18.1% |
| 1Y | -19.9% | -94.0% | +74.2% | -12.9% |
| All | +9.7% | -88.1% | +97.8% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling