+556.2%
MA vs PYPL
+46.2%
+509.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | 0.0% |
| 7D | -2.7% | +2.7% | -5.4% | -3.7% |
| 30D | +1.5% | -4.9% | +6.4% | +2.8% |
| 3M | +20.4% | +28.9% | -8.4% | +7.9% |
| 6M | +11.1% | +18.2% | -7.1% | +2.6% |
| YTD | +2.0% | -5.0% | +7.0% | +0.8% |
| 1Y | -2.2% | -18.8% | +16.7% | +2.1% |
| 3Y | +41.9% | -12.6% | +54.5% | +36.7% |
| 5Y | +75.4% | -80.8% | +156.1% | +215.6% |
| 10Y | +527.5% | +49.9% | +477.6% | +288.3% |
| All | +556.2% | +46.2% | +509.9% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling