+1,211.1%
MSFT vs PYPL
+46.2%
+1,164.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.9% |
| 7D | -2.7% | +2.7% | -5.4% | -3.7% |
| 30D | +2.7% | -4.9% | +7.6% | +4.0% |
| 3M | +17.0% | +28.9% | -11.9% | +4.8% |
| 6M | +23.8% | +18.2% | +5.6% | +14.4% |
| YTD | +4.0% | -5.0% | +9.0% | +3.1% |
| 1Y | -0.8% | -18.8% | +18.0% | +3.7% |
| 3Y | +55.6% | -12.6% | +68.2% | +49.0% |
| 5Y | +72.9% | -80.8% | +153.7% | +209.5% |
| 10Y | +875.8% | +49.9% | +825.9% | +507.4% |
| All | +1,211.1% | +46.2% | +1,164.8% | +693.9% |
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