+1,124.1%
MSTR vs PCAR
+3,855.8%
-2,731.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.6% |
| 7D | -8.7% | +2.2% | -10.9% | -9.5% |
| 30D | -21.4% | -4.4% | -17.0% | -19.7% |
| 3M | +31.4% | -21.4% | +52.9% | +46.8% |
| 6M | -30.8% | -7.3% | -23.5% | -28.9% |
| YTD | -14.9% | -3.8% | -11.1% | -14.3% |
| 1Y | -49.3% | +6.3% | -55.6% | -51.3% |
| 3Y | +184.8% | +34.4% | +150.5% | +148.1% |
| 5Y | +62.1% | +109.2% | -47.1% | +18.9% |
| 10Y | +580.0% | +312.9% | +267.1% | +266.6% |
| All | +1,124.1% | +3,855.8% | -2,731.7% | +178.0% |
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