+808.5%
MS vs PTC
+224.0%
+584.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.6% |
| 7D | +1.4% | -10.3% | +11.6% | +5.6% |
| 30D | -0.3% | +1.1% | -1.4% | -1.2% |
| 3M | +0.3% | +1.6% | -1.3% | -2.1% |
| 6M | +31.3% | -13.5% | +44.8% | +36.2% |
| YTD | +24.7% | -19.1% | +43.7% | +32.7% |
| 1Y | +47.9% | -33.9% | +81.8% | +70.8% |
| 3Y | +178.3% | -3.9% | +182.2% | +168.1% |
| 5Y | +144.9% | +6.0% | +138.9% | +120.7% |
| All | +808.5% | +224.0% | +584.5% | +354.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling