+527.7%
BKNG vs MTSI
+1,186.7%
-659.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.9% |
| 7D | -4.5% | +29.1% | -33.6% | -9.0% |
| 30D | +2.3% | -20.4% | +22.7% | +5.2% |
| 3M | -23.9% | -20.9% | -3.0% | -22.5% |
| 6M | +0.9% | -32.3% | +33.1% | +3.9% |
| YTD | -24.2% | +43.5% | -67.7% | -34.4% |
| 1Y | -21.4% | +43.8% | -65.2% | -32.1% |
| 3Y | +34.2% | +218.8% | -184.6% | -5.5% |
| 5Y | +68.3% | +228.3% | -160.1% | +15.7% |
| 10Y | +167.8% | +502.6% | -334.9% | +45.8% |
| All | +527.7% | +1,186.7% | -659.0% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling