+45.1%
PYPL vs MAS
+213.7%
-168.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | +3.9% | +2.0% | +2.0% | +2.9% |
| 30D | +7.8% | +19.4% | -11.6% | -1.7% |
| 3M | -0.7% | +9.4% | -10.1% | -5.6% |
| 6M | +28.8% | +15.3% | +13.4% | +17.5% |
| YTD | +2.4% | +31.3% | -28.9% | -15.4% |
| 1Y | -9.6% | +34.9% | -44.5% | -26.5% |
| 3Y | +9.7% | +58.6% | -48.9% | -21.4% |
| 5Y | -73.5% | +40.7% | -114.2% | -80.0% |
| All | +45.1% | +213.7% | -168.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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