+526.8%
MSTR vs PYPL
+41.9%
+484.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.2% |
| 7D | -10.7% | +1.0% | -11.7% | -11.2% |
| 30D | -21.6% | +5.9% | -27.4% | -24.3% |
| 3M | +24.4% | -0.2% | +24.6% | +24.2% |
| 6M | -35.5% | +30.3% | -65.8% | -47.2% |
| YTD | -20.3% | +1.6% | -21.9% | -24.7% |
| 1Y | -49.3% | -10.3% | -39.0% | -47.9% |
| 3Y | +137.8% | +8.5% | +129.3% | +115.2% |
| 5Y | +48.3% | -71.0% | +119.3% | +186.7% |
| 10Y | +526.8% | +46.9% | +479.9% | +633.5% |
| All | +526.8% | +41.9% | +484.9% | +633.5% |
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