+505.6%
MA vs PYPL
+39.1%
+466.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.3% |
| 7D | -1.8% | +1.7% | -3.5% | -2.5% |
| 30D | +1.4% | -9.7% | +11.2% | +4.7% |
| 3M | +17.7% | +29.2% | -11.5% | +5.4% |
| 6M | +9.7% | +13.9% | -4.2% | +2.7% |
| YTD | +0.5% | -8.1% | +8.6% | +0.5% |
| 1Y | -2.1% | -21.4% | +19.3% | +3.4% |
| 3Y | +40.1% | -11.8% | +51.9% | +34.2% |
| 5Y | +67.5% | -81.1% | +148.7% | +209.7% |
| 10Y | +505.6% | +36.9% | +468.7% | +276.1% |
| All | +505.6% | +39.1% | +466.5% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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