+46.5%
BKNG vs MTSI
+241.4%
-194.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -7.0% |
| 7D | -7.9% | +4.9% | -12.7% | -8.4% |
| 30D | -15.9% | -11.6% | -4.3% | -15.0% |
| 3M | +11.1% | -24.1% | +35.1% | +14.4% |
| 6M | -0.7% | +32.4% | -33.1% | -9.5% |
| YTD | -15.4% | +60.4% | -75.9% | -27.0% |
| 1Y | -18.5% | +111.0% | -129.5% | -35.3% |
| 3Y | +46.5% | +246.1% | -199.7% | -5.4% |
| All | +46.5% | +241.4% | -194.9% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling