+1,707.4%
MSFT vs BKNG
+880.7%
+826.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.1% |
| 7D | -1.0% | -13.1% | +12.1% | +1.1% |
| 30D | -2.7% | -18.5% | +15.9% | +0.4% |
| 3M | +22.1% | +5.8% | +16.3% | +20.6% |
| 6M | +20.6% | -2.1% | +22.7% | +20.4% |
| YTD | +2.3% | -18.6% | +21.0% | +4.8% |
| 1Y | -0.5% | -21.7% | +21.1% | +2.3% |
| 3Y | +50.5% | +40.9% | +9.7% | +41.0% |
| 5Y | +72.3% | +91.0% | -18.6% | +52.9% |
| 10Y | +885.0% | +213.2% | +671.9% | +705.2% |
| All | +1,707.4% | +880.7% | +826.7% | +769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling