-60.6%
MSTR vs BKNG
-21.1%
-39.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -11.2% | -10.7% | -0.6% | -9.6% |
| 30D | +33.8% | -18.1% | +51.9% | +38.2% |
| 3M | +11.5% | +8.5% | +2.9% | +8.0% |
| 6M | -7.2% | -0.1% | -7.1% | -8.9% |
| YTD | -15.4% | -18.2% | +2.8% | -13.5% |
| 1Y | -60.6% | -19.9% | -40.8% | -61.3% |
| All | -60.6% | -21.1% | -39.5% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling