+49.5%
PYPL vs MS
+802.6%
-753.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.0% |
| 30D | -4.9% | -0.3% | -4.6% | -4.9% |
| 3M | +28.9% | +0.3% | +28.6% | +27.5% |
| 6M | +18.2% | +31.3% | -13.1% | +0.6% |
| YTD | -5.0% | +24.7% | -29.7% | -17.4% |
| 1Y | -18.8% | +47.9% | -66.7% | -36.0% |
| 3Y | -12.6% | +178.3% | -190.9% | -52.0% |
| 5Y | -80.8% | +144.9% | -225.7% | -88.8% |
| All | +49.5% | +802.6% | -753.1% | -52.1% |
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