+98.8%
BKNG vs MTSI
+331.9%
-233.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -7.2% |
| 7D | -7.9% | +4.9% | -12.7% | -8.9% |
| 30D | -15.9% | -11.6% | -4.3% | -14.2% |
| 3M | +11.1% | -24.1% | +35.1% | +16.1% |
| 6M | -0.7% | +32.4% | -33.1% | -13.2% |
| YTD | -15.4% | +60.4% | -75.9% | -31.4% |
| 1Y | -18.5% | +111.0% | -129.5% | -40.7% |
| 3Y | +46.5% | +246.1% | -199.7% | -18.5% |
| 5Y | +98.8% | +340.3% | -241.6% | -7.9% |
| All | +98.8% | +331.9% | -233.1% | -7.9% |
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