+872.1%
MSFT vs BKNG
+217.3%
+654.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -3.5% | -10.7% | +7.2% | +0.4% |
| 30D | -2.1% | -18.1% | +16.0% | +5.0% |
| 3M | +24.2% | +8.5% | +15.6% | +19.1% |
| 6M | +21.9% | -0.1% | +21.9% | +20.0% |
| YTD | +2.5% | -18.2% | +20.7% | +8.1% |
| 1Y | -0.8% | -19.9% | +19.1% | +4.9% |
| 3Y | +50.8% | +41.6% | +9.2% | +25.1% |
| 5Y | +73.5% | +93.1% | -19.6% | +22.8% |
| All | +872.1% | +217.3% | +654.8% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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