-81.6%
PYPL vs MS
+144.3%
-225.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -4.3% | +1.7% | -6.0% | -5.3% |
| 30D | -11.5% | 0.0% | -11.5% | -11.6% |
| 3M | +26.1% | +3.0% | +23.2% | +22.2% |
| 6M | +13.7% | +35.7% | -22.0% | -9.1% |
| YTD | -9.8% | +23.3% | -33.2% | -23.8% |
| 1Y | -22.1% | +44.7% | -66.7% | -41.6% |
| 3Y | -13.5% | +178.0% | -191.5% | -62.0% |
| 5Y | -81.6% | +143.2% | -224.8% | -91.5% |
| All | -81.6% | +144.3% | -225.9% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling