+213.2%
BKNG vs MTSI
+571.2%
-358.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.1% | -7.9% | -4.6% |
| 7D | -13.1% | +11.1% | -24.2% | -14.9% |
| 30D | -18.5% | -3.7% | -14.9% | -18.4% |
| 3M | +5.8% | -20.2% | +26.0% | +8.5% |
| 6M | -2.1% | +30.8% | -32.9% | -10.7% |
| YTD | -18.6% | +67.0% | -85.7% | -30.4% |
| 1Y | -21.7% | +120.4% | -142.1% | -37.5% |
| 3Y | +40.9% | +260.4% | -219.5% | -2.3% |
| 5Y | +91.0% | +356.3% | -265.3% | +23.9% |
| 10Y | +213.2% | +581.1% | -367.9% | +69.5% |
| All | +213.2% | +571.2% | -358.0% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling