+180.5%
MSTR vs PYPL
+5.7%
+174.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -1.2% | +3.9% | -5.1% | -3.6% |
| 30D | -15.9% | +7.8% | -23.7% | -19.8% |
| 3M | +33.1% | -0.7% | +33.8% | +33.3% |
| 6M | -31.0% | +28.8% | -59.8% | -43.2% |
| YTD | -15.1% | +2.4% | -17.5% | -19.2% |
| 1Y | -45.6% | -9.6% | -36.0% | -42.8% |
| 3Y | +180.5% | +9.7% | +170.8% | +186.9% |
| All | +180.5% | +5.7% | +174.8% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling