-81.0%
PYPL vs MOS
-8.7%
-72.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | +2.7% | +9.5% | -6.9% | +0.7% |
| 30D | -4.9% | +10.4% | -15.3% | -7.0% |
| 3M | +28.9% | +12.9% | +16.0% | +25.0% |
| 6M | +18.2% | +1.2% | +17.0% | +16.2% |
| YTD | -5.0% | +9.3% | -14.3% | -9.2% |
| 1Y | -18.8% | -18.0% | -0.8% | -16.7% |
| 3Y | -12.6% | -29.0% | +16.4% | -9.9% |
| All | -81.0% | -8.7% | -72.3% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling