-73.9%
PYPL vs MS
+111.6%
-185.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +3.9% | -1.6% | +5.5% | +4.8% |
| 30D | +7.8% | -3.8% | +11.6% | +10.0% |
| 3M | -0.7% | -14.6% | +13.9% | +8.8% |
| 6M | +28.8% | -5.1% | +33.8% | +29.7% |
| YTD | +2.4% | +4.5% | -2.2% | -4.7% |
| 1Y | -9.6% | +13.5% | -23.1% | -20.9% |
| 3Y | +9.7% | +160.4% | -150.7% | -51.4% |
| All | -73.9% | +111.6% | -185.5% | -87.0% |
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