-9.6%
PYPL vs MS
+12.8%
-22.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.9% | -1.6% | +5.5% | +4.3% |
| 30D | +7.8% | -3.8% | +11.6% | +8.6% |
| 3M | -0.7% | -14.6% | +13.9% | +2.0% |
| 6M | +28.8% | -5.1% | +33.8% | +27.4% |
| YTD | +2.4% | +4.5% | -2.2% | -1.7% |
| 1Y | -9.6% | +13.5% | -23.1% | -16.3% |
| All | -9.6% | +12.8% | -22.3% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling