+607.1%
MS vs PTC
+334.9%
+272.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | -3.8% | +0.8% | -4.5% | -4.0% |
| 3M | -14.6% | +32.1% | -46.7% | -24.6% |
| 6M | -5.1% | +42.6% | -47.7% | -20.1% |
| YTD | +4.5% | +12.0% | -7.5% | -3.2% |
| 1Y | +13.5% | +12.2% | +1.4% | +5.0% |
| 3Y | +160.4% | +31.2% | +129.2% | +119.7% |
| 5Y | +112.9% | +54.9% | +58.0% | +63.6% |
| All | +607.1% | +334.9% | +272.2% | +240.8% |
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