+553.7%
MS vs PTC
+315.4%
+238.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | -0.7% | +1.1% | -1.8% | -1.0% |
| 3M | -12.4% | +30.1% | -42.5% | -22.2% |
| 6M | -1.7% | +34.0% | -35.8% | -14.9% |
| YTD | +8.0% | +12.8% | -4.8% | -0.2% |
| 1Y | +16.2% | +10.7% | +5.5% | +8.2% |
| 3Y | +171.3% | +29.6% | +141.7% | +130.2% |
| 5Y | +124.8% | +63.5% | +61.2% | +69.0% |
| 10Y | +553.7% | +316.7% | +237.0% | +215.4% |
| All | +553.7% | +315.4% | +238.3% | +215.4% |
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