+145.1%
MS vs PTC
+6.0%
+139.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.3% |
| 7D | +1.4% | -10.3% | +11.6% | +5.1% |
| 30D | -0.3% | +1.1% | -1.4% | -1.2% |
| 3M | +0.3% | +1.6% | -1.3% | -1.6% |
| 6M | +31.3% | -13.5% | +44.8% | +36.9% |
| YTD | +24.7% | -19.1% | +43.7% | +33.3% |
| 1Y | +47.9% | -33.9% | +81.8% | +71.9% |
| 3Y | +178.3% | -3.9% | +182.2% | +165.6% |
| All | +145.1% | +6.0% | +139.0% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling