+8.5%
PYPL vs MS
+173.7%
-165.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | +1.0% | +0.8% | +0.2% | +0.5% |
| 30D | +5.9% | -0.7% | +6.5% | +6.0% |
| 3M | -0.2% | -12.4% | +12.1% | +5.6% |
| 6M | +30.3% | -1.7% | +32.0% | +28.7% |
| YTD | +1.6% | +8.0% | -6.5% | -5.6% |
| 1Y | -10.3% | +16.2% | -26.5% | -20.3% |
| 3Y | +8.5% | +171.3% | -162.8% | -40.5% |
| All | +8.5% | +173.7% | -165.2% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling