+47.2%
PYPL vs MS
+614.4%
-567.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.8% | -0.3% |
| 7D | +2.2% | +0.7% | +1.4% | +1.7% |
| 30D | +8.1% | -0.9% | +9.1% | +8.4% |
| 3M | +1.9% | -13.0% | +14.9% | +9.1% |
| 6M | +33.1% | -2.0% | +35.1% | +32.3% |
| YTD | +3.8% | +7.8% | -4.0% | -3.1% |
| 1Y | -8.3% | +17.9% | -26.2% | -18.6% |
| 3Y | +11.9% | +174.8% | -162.9% | -38.8% |
| 5Y | -70.4% | +119.9% | -190.3% | -81.9% |
| 10Y | +47.2% | +578.8% | -531.7% | -42.4% |
| All | +47.2% | +614.4% | -567.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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