-12.8%
PYPL vs MAS
+29.0%
-41.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.6% |
| 7D | +2.7% | -0.8% | +3.4% | +2.9% |
| 30D | -4.9% | -5.6% | +0.7% | -3.2% |
| 3M | +28.9% | +4.4% | +24.4% | +25.6% |
| 6M | +18.2% | +7.2% | +11.0% | +13.0% |
| YTD | -5.0% | +16.1% | -21.1% | -13.8% |
| 1Y | -18.8% | +0.1% | -18.9% | -20.9% |
| All | -12.8% | +29.0% | -41.9% | -30.2% |
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