+65.4%
BKNG vs MTSI
+247.2%
-181.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | -1.2% |
| 7D | -6.3% | +7.2% | -13.5% | -7.9% |
| 30D | +1.1% | -18.4% | +19.6% | +3.8% |
| 3M | -24.6% | -16.7% | -7.9% | -23.8% |
| 6M | +2.0% | -31.7% | +33.7% | +5.8% |
| YTD | -24.7% | +45.9% | -70.5% | -39.3% |
| 1Y | -20.0% | +47.0% | -67.0% | -35.9% |
| 3Y | +33.4% | +224.1% | -190.7% | -27.7% |
| 5Y | +65.4% | +238.5% | -173.1% | -21.3% |
| All | +65.4% | +247.2% | -181.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling