+121.1%
MSTR vs PYPL
+10.1%
+111.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.6% |
| 7D | -13.4% | +0.1% | -13.5% | -13.4% |
| 30D | -22.1% | +5.7% | -27.7% | -24.7% |
| 3M | +15.0% | -1.9% | +16.9% | +16.2% |
| 6M | -37.3% | +31.8% | -69.1% | -49.2% |
| YTD | -26.5% | +2.4% | -29.0% | -30.0% |
| 1Y | -46.5% | -8.2% | -38.2% | -44.4% |
| 3Y | +121.1% | +10.2% | +110.9% | +124.0% |
| All | +121.1% | +10.1% | +111.0% | +124.0% |
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