+73.9%
MSFT vs BKNG
+91.8%
-18.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | -10.0% | +9.2% | +2.5% |
| 30D | +0.8% | -18.1% | +18.9% | +7.3% |
| 3M | +27.2% | +6.3% | +20.9% | +23.2% |
| 6M | +22.9% | +0.8% | +22.1% | +20.6% |
| YTD | +3.1% | -18.4% | +21.6% | +8.5% |
| 1Y | -0.3% | -20.4% | +20.1% | +5.4% |
| 3Y | +50.1% | +39.5% | +10.6% | +25.6% |
| All | +73.9% | +91.8% | -18.0% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling