+736.9%
MSTR vs PTC
+224.0%
+512.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | +2.8% |
| 7D | +12.2% | -10.3% | +22.4% | +20.7% |
| 30D | +45.2% | +1.1% | +44.0% | +44.0% |
| 3M | +10.4% | +1.6% | +8.8% | +6.8% |
| 6M | -2.5% | -13.5% | +11.0% | +4.8% |
| YTD | -6.0% | -19.1% | +13.0% | +5.8% |
| 1Y | -56.4% | -33.9% | -22.5% | -43.1% |
| 3Y | +306.3% | -3.9% | +310.2% | +305.4% |
| 5Y | +100.5% | +6.0% | +94.5% | +93.9% |
| All | +736.9% | +224.0% | +512.9% | +422.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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