+137.8%
MSTR vs PCAR
+36.3%
+101.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.7% | +3.5% | -14.2% | -12.8% |
| 30D | -21.6% | -2.3% | -19.3% | -20.3% |
| 3M | +24.4% | -19.3% | +43.7% | +43.9% |
| 6M | -35.5% | -7.1% | -28.3% | -33.3% |
| YTD | -20.3% | -2.8% | -17.5% | -21.6% |
| 1Y | -49.3% | +9.3% | -58.6% | -55.1% |
| 3Y | +137.8% | +33.5% | +104.3% | +186.6% |
| All | +137.8% | +36.3% | +101.5% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling