+154.2%
MSTR vs PTC
+30.6%
+123.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -4.0% | +0.8% | -4.8% | -4.3% |
| 30D | -18.6% | +0.7% | -19.4% | -18.9% |
| 3M | +25.6% | +32.6% | -7.0% | +5.5% |
| 6M | -33.1% | +33.6% | -66.6% | -44.8% |
| YTD | -17.3% | +12.4% | -29.8% | -21.3% |
| 1Y | -48.1% | +11.2% | -59.3% | -50.2% |
| 3Y | +154.2% | +31.7% | +122.5% | +112.7% |
| All | +154.2% | +30.6% | +123.6% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling