+728.0%
MSTR vs PYPL
+46.2%
+681.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | +0.6% |
| 7D | +12.2% | +2.7% | +9.5% | +10.4% |
| 30D | +45.2% | -4.9% | +50.1% | +49.4% |
| 3M | +10.4% | +28.9% | -18.5% | -8.9% |
| 6M | -2.5% | +18.2% | -20.7% | -15.1% |
| YTD | -6.0% | -5.0% | -1.0% | -7.0% |
| 1Y | -56.4% | -18.8% | -37.6% | -52.3% |
| 3Y | +306.3% | -12.6% | +318.9% | +322.9% |
| 5Y | +100.5% | -80.8% | +181.3% | +377.4% |
| 10Y | +741.1% | +49.9% | +691.2% | +668.7% |
| All | +728.0% | +46.2% | +681.7% | +628.8% |
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