+736.9%
MSTR vs PCAR
+355.9%
+381.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | +12.2% | -0.5% | +12.7% | +12.7% |
| 30D | +45.2% | -6.2% | +51.4% | +51.4% |
| 3M | +10.4% | +5.9% | +4.5% | +5.6% |
| 6M | -2.5% | +0.4% | -2.9% | -4.0% |
| YTD | -6.0% | +14.8% | -20.8% | -15.7% |
| 1Y | -56.4% | +30.1% | -86.5% | -64.1% |
| 3Y | +306.3% | +66.7% | +239.6% | +186.4% |
| 5Y | +100.5% | +166.1% | -65.6% | +9.2% |
| All | +736.9% | +355.9% | +381.0% | +267.6% |
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