+645.5%
MSTR vs BKNG
+217.3%
+428.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | -11.2% | -10.7% | -0.6% | -4.9% |
| 30D | +33.8% | -18.1% | +51.9% | +50.2% |
| 3M | +11.5% | +8.5% | +2.9% | +3.3% |
| 6M | -7.2% | -0.1% | -7.1% | -10.4% |
| YTD | -15.4% | -18.2% | +2.8% | -8.1% |
| 1Y | -60.6% | -19.9% | -40.8% | -57.0% |
| 3Y | +260.8% | +41.6% | +219.2% | +177.0% |
| 5Y | +108.8% | +93.1% | +15.7% | +35.2% |
| All | +645.5% | +217.3% | +428.2% | +306.4% |
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