+9.1%
PYPL vs MAS
+61.2%
-52.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.4% | -0.9% |
| 7D | +3.5% | +4.6% | -1.0% | +2.1% |
| 30D | +8.0% | +19.9% | -11.9% | +1.8% |
| 3M | +2.0% | +8.9% | -6.9% | -1.0% |
| 6M | +27.6% | +20.2% | +7.4% | +18.7% |
| YTD | +1.9% | +33.9% | -32.0% | -11.5% |
| 1Y | -12.4% | +34.7% | -47.1% | -24.2% |
| All | +9.1% | +61.2% | -52.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling