+88.5%
MA vs PYPL
-71.8%
+160.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +9.6% | +5.7% | +3.9% | +8.1% |
| 3M | +16.8% | -1.9% | +18.7% | +16.9% |
| 6M | +35.2% | +31.8% | +3.4% | +25.0% |
| YTD | +16.6% | +2.4% | +14.1% | +13.9% |
| 1Y | +19.8% | -8.2% | +28.0% | +20.5% |
| 3Y | +70.7% | +10.2% | +60.5% | +58.1% |
| All | +88.5% | -71.8% | +160.3% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling