+570.4%
MSTR vs PTC
+334.9%
+235.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.2% | -0.2% | -1.0% | -1.0% |
| 30D | -15.9% | +0.8% | -16.7% | -16.3% |
| 3M | +33.1% | +32.1% | +1.0% | +6.7% |
| 6M | -31.0% | +42.6% | -73.6% | -49.4% |
| YTD | -15.1% | +12.0% | -27.1% | -26.0% |
| 1Y | -45.6% | +12.2% | -57.8% | -52.7% |
| 3Y | +180.5% | +31.2% | +149.3% | +118.6% |
| 5Y | +61.7% | +54.9% | +6.8% | +18.0% |
| All | +570.4% | +334.9% | +235.5% | +254.5% |
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