-81.0%
PYPL vs MAS
+32.0%
-113.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.9% |
| 7D | +2.7% | -0.8% | +3.4% | +3.0% |
| 30D | -4.9% | -5.6% | +0.7% | -2.5% |
| 3M | +28.9% | +4.4% | +24.4% | +24.3% |
| 6M | +18.2% | +7.2% | +11.0% | +10.9% |
| YTD | -5.0% | +16.1% | -21.1% | -16.3% |
| 1Y | -18.8% | +0.1% | -18.9% | -22.0% |
| 3Y | -12.6% | +28.3% | -40.9% | -31.1% |
| All | -81.0% | +32.0% | -113.1% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling