+20.9%
MS vs PTC
+0.1%
+20.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +2.6% | +1.5% | +1.1% | +2.6% |
| 3M | -10.1% | +37.8% | -47.8% | -10.2% |
| 6M | +4.4% | +41.2% | -36.9% | +4.9% |
| YTD | +11.7% | +12.0% | -0.3% | +19.5% |
| 1Y | +20.9% | +1.6% | +19.3% | +32.2% |
| All | +20.9% | +0.1% | +20.9% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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