+570.4%
MSTR vs PCAR
+296.2%
+274.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -15.9% | -4.6% | -11.4% | -13.3% |
| 3M | +33.1% | -22.6% | +55.7% | +56.8% |
| 6M | -31.0% | -12.0% | -19.0% | -26.0% |
| YTD | -15.1% | -6.1% | -9.1% | -13.5% |
| 1Y | -45.6% | +6.3% | -52.0% | -49.2% |
| 3Y | +180.5% | +31.8% | +148.7% | +128.7% |
| 5Y | +61.7% | +104.2% | -42.5% | +2.7% |
| All | +570.4% | +296.2% | +274.2% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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