+1,252.0%
MSTR vs PCAR
+4,620.5%
-3,368.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | +12.2% | -0.5% | +12.7% | +12.6% |
| 30D | +45.2% | -6.2% | +51.4% | +49.6% |
| 3M | +10.4% | +5.9% | +4.5% | +7.1% |
| 6M | -2.5% | +0.4% | -2.9% | -3.4% |
| YTD | -6.0% | +14.8% | -20.8% | -12.6% |
| 1Y | -56.4% | +30.1% | -86.5% | -61.8% |
| 3Y | +306.3% | +66.7% | +239.6% | +221.7% |
| 5Y | +100.5% | +166.1% | -65.6% | +32.4% |
| 10Y | +741.1% | +353.7% | +387.4% | +332.5% |
| All | +1,252.0% | +4,620.5% | -3,368.5% | +183.3% |
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