+62.4%
PYPL vs MS
+550.3%
-487.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.9% | +1.0% |
| 7D | +3.5% | -3.4% | +6.9% | +5.3% |
| 30D | +8.0% | -3.9% | +11.9% | +9.9% |
| 3M | +2.0% | -15.9% | +17.9% | +10.9% |
| 6M | +27.6% | -2.5% | +30.0% | +27.1% |
| YTD | +1.9% | +5.1% | -3.2% | -3.4% |
| 1Y | -12.4% | +13.0% | -25.4% | -20.2% |
| 3Y | +6.3% | +160.7% | -154.4% | -39.1% |
| 5Y | -73.6% | +114.0% | -187.6% | -83.3% |
| 10Y | +45.8% | +637.5% | -591.7% | -52.8% |
| All | +62.4% | +550.3% | -487.9% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling