+62.4%
PYPL vs MOS
-38.9%
+101.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -2.7% |
| 7D | +3.5% | +22.5% | -19.0% | -1.0% |
| 30D | +8.0% | +6.6% | +1.3% | +6.1% |
| 3M | +2.0% | -3.8% | +5.8% | +2.2% |
| 6M | +27.6% | -2.2% | +29.8% | +26.7% |
| YTD | +1.9% | -4.8% | +6.7% | +0.2% |
| 1Y | -12.4% | -11.7% | -0.7% | -12.6% |
| 3Y | +6.3% | -26.5% | +32.8% | +8.1% |
| 5Y | -73.6% | -32.2% | -41.4% | -73.5% |
| 10Y | +45.8% | +10.2% | +35.6% | +17.8% |
| All | +62.4% | -38.9% | +101.3% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling