+121.1%
MSTR vs BKNG
+32.7%
+88.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -13.4% | -0.7% | -12.7% | -13.1% |
| 30D | -22.1% | -0.7% | -21.4% | -22.0% |
| 3M | +15.0% | -25.0% | +40.0% | +35.0% |
| 6M | -37.3% | +3.4% | -40.7% | -42.1% |
| YTD | -26.5% | -25.0% | -1.6% | -13.9% |
| 1Y | -46.5% | -20.7% | -25.8% | -41.1% |
| 3Y | +121.1% | +30.9% | +90.1% | +111.5% |
| All | +121.1% | +32.7% | +88.4% | +111.5% |
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