+6,288.2%
MS vs PTC
+720.5%
+5,567.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.1% |
| 7D | +1.4% | -10.3% | +11.6% | +4.7% |
| 30D | -0.3% | +1.1% | -1.4% | -1.0% |
| 3M | +0.3% | +1.6% | -1.3% | -1.6% |
| 6M | +31.3% | -13.5% | +44.8% | +34.8% |
| YTD | +24.7% | -19.1% | +43.7% | +30.5% |
| 1Y | +47.9% | -33.9% | +81.8% | +64.4% |
| 3Y | +178.3% | -3.9% | +182.2% | +172.7% |
| 5Y | +144.9% | +6.0% | +138.9% | +129.2% |
| 10Y | +804.5% | +223.7% | +580.8% | +476.4% |
| All | +6,288.2% | +720.5% | +5,567.7% | +2,044.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling