+1,267.3%
MSFT vs PYPL
+58.3%
+1,209.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.7% |
| 7D | -6.2% | -1.2% | -5.0% | -5.8% |
| 30D | -3.7% | +6.1% | -9.8% | -5.9% |
| 3M | +3.6% | +1.1% | +2.6% | +2.4% |
| 6M | +26.8% | +32.7% | -5.9% | +12.3% |
| YTD | +8.4% | +2.8% | +5.7% | +4.3% |
| 1Y | +3.3% | -10.8% | +14.1% | +4.8% |
| 3Y | +44.3% | +9.8% | +34.5% | +26.1% |
| 5Y | +63.3% | -70.2% | +133.6% | +137.6% |
| 10Y | +894.4% | +50.1% | +844.3% | +520.3% |
| All | +1,267.3% | +58.3% | +1,209.0% | +702.8% |
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 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