+647.6%
MSTR vs PYPL
+57.6%
+589.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -42.9% |
| YTD | -15.1% | +2.4% | -17.5% | -20.1% |
| 1Y | -45.6% | -9.6% | -36.0% | -44.4% |
| 3Y | +180.5% | +9.7% | +170.8% | +152.9% |
| 5Y | +61.7% | -73.5% | +135.1% | +225.3% |
| 10Y | +578.0% | +46.5% | +531.6% | +528.8% |
| All | +647.6% | +57.6% | +589.9% | +526.7% |
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