+47.2%
PYPL vs MOS
+6.2%
+41.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.0% |
| 7D | +2.2% | +19.7% | -17.5% | -1.9% |
| 30D | +8.1% | +21.5% | -13.4% | +3.4% |
| 3M | +1.9% | -0.4% | +2.3% | +1.3% |
| 6M | +33.1% | +4.5% | +28.6% | +30.3% |
| YTD | +3.8% | -2.9% | +6.7% | +1.6% |
| 1Y | -8.3% | -7.7% | -0.6% | -9.4% |
| 3Y | +11.9% | -25.6% | +37.5% | +13.5% |
| 5Y | -70.4% | -31.2% | -39.3% | -70.4% |
| 10Y | +47.2% | +2.8% | +44.3% | +23.0% |
| All | +47.2% | +6.2% | +41.0% | +23.0% |
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