-44.5%
PYPL vs MSFU
+70.7%
-115.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -4.3% | -2.3% | -2.0% | -3.7% |
| 30D | -11.5% | -6.3% | -5.2% | -10.2% |
| 3M | +26.1% | +40.0% | -13.8% | +13.4% |
| 6M | +13.7% | +30.1% | -16.4% | +3.1% |
| YTD | -9.8% | -10.3% | +0.5% | -10.3% |
| 1Y | -22.1% | -19.0% | -3.0% | -20.4% |
| 3Y | -13.5% | +25.8% | -39.3% | -28.5% |
| All | -44.5% | +70.7% | -115.2% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling