+1,249.5%
MSTR vs PCAR
+3,918.6%
-2,669.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.0% | +3.3% |
| 7D | -1.8% | +3.7% | -5.5% | -3.4% |
| 30D | -13.3% | -2.9% | -10.4% | -12.1% |
| 3M | +46.0% | -21.7% | +67.7% | +63.2% |
| 6M | -22.4% | -6.6% | -15.8% | -20.6% |
| YTD | -6.2% | -2.2% | -3.9% | -6.2% |
| 1Y | -42.3% | +12.2% | -54.5% | -45.9% |
| 3Y | +214.0% | +36.5% | +177.5% | +171.4% |
| 5Y | +78.2% | +113.5% | -35.4% | +29.4% |
| 10Y | +649.6% | +319.4% | +330.1% | +301.0% |
| All | +1,249.5% | +3,918.6% | -2,669.2% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling