+868.6%
MSFT vs PYPL
+39.1%
+829.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | +0.1% |
| 7D | -1.4% | +1.7% | -3.2% | -2.1% |
| 30D | -1.0% | -9.7% | +8.7% | +2.2% |
| 3M | +20.2% | +29.2% | -9.0% | +7.5% |
| 6M | +21.3% | +13.9% | +7.4% | +13.6% |
| YTD | +2.8% | -8.1% | +10.9% | +3.2% |
| 1Y | 0.0% | -21.4% | +21.3% | +5.8% |
| 3Y | +51.2% | -11.8% | +63.0% | +43.8% |
| 5Y | +71.4% | -81.1% | +152.6% | +213.9% |
| 10Y | +868.6% | +36.9% | +831.7% | +499.8% |
| All | +868.6% | +39.1% | +829.5% | +499.8% |
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