+65.8%
PYPL vs MAS
+340.2%
-274.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.2% | +0.6% |
| 7D | +6.5% | +14.2% | -7.7% | -0.4% |
| 30D | +10.6% | +26.8% | -16.2% | -1.9% |
| 3M | +3.1% | +13.1% | -10.0% | -3.6% |
| 6M | +20.2% | +27.9% | -7.8% | +4.1% |
| YTD | +4.0% | +38.7% | -34.6% | -15.8% |
| 1Y | -7.9% | +40.4% | -48.3% | -26.0% |
| 3Y | +8.5% | +66.1% | -57.6% | -22.9% |
| 5Y | -73.3% | +47.4% | -120.7% | -80.1% |
| 10Y | +48.8% | +238.3% | -189.5% | -28.6% |
| All | +65.8% | +340.2% | -274.4% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling