+287.2%
MSTR vs BKNG
+40.5%
+246.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -0.4% |
| 7D | +7.7% | -13.1% | +20.8% | +17.3% |
| 30D | +36.3% | -18.5% | +54.9% | +53.9% |
| 3M | +13.4% | +5.8% | +7.6% | +5.3% |
| 6M | -4.5% | -2.1% | -2.4% | -7.5% |
| YTD | -12.7% | -18.6% | +6.0% | -1.8% |
| 1Y | -59.6% | -21.7% | -37.9% | -53.4% |
| All | +287.2% | +40.5% | +246.8% | +169.2% |
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