+49.1%
MSFT vs BKNG
+41.2%
+7.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -3.5% | -10.7% | +7.2% | -0.7% |
| 30D | -2.1% | -18.1% | +16.0% | +3.0% |
| 3M | +24.2% | +8.5% | +15.6% | +19.8% |
| 6M | +21.9% | -0.1% | +21.9% | +20.0% |
| YTD | +2.5% | -18.2% | +20.7% | +6.9% |
| 1Y | -0.8% | -19.9% | +19.1% | +4.0% |
| All | +49.1% | +41.2% | +7.9% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling