+50.1%
PYPL vs MOS
-1.8%
+51.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -1.2% | +5.5% | -6.7% | -2.3% |
| 30D | +6.1% | +21.0% | -14.8% | +1.5% |
| 3M | +1.1% | -0.5% | +1.5% | +0.5% |
| 6M | +32.7% | +6.6% | +26.1% | +29.4% |
| YTD | +2.8% | -2.8% | +5.6% | +0.6% |
| 1Y | -10.8% | -8.1% | -2.7% | -11.8% |
| 3Y | +9.8% | -25.6% | +35.4% | +11.4% |
| 5Y | -70.2% | -29.8% | -40.5% | -70.4% |
| 10Y | +50.1% | +0.6% | +49.5% | +24.4% |
| All | +50.1% | -1.8% | +51.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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