-36.1%
PYPL vs MSFU
+103.9%
-140.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | 0.0% |
| 7D | +2.2% | +14.6% | -12.4% | -1.5% |
| 30D | +8.1% | +2.1% | +6.0% | +7.1% |
| 3M | +1.9% | +14.7% | -12.8% | -2.4% |
| 6M | +33.1% | +55.7% | -22.5% | +15.4% |
| YTD | +3.8% | +7.1% | -3.3% | -1.9% |
| 1Y | -8.3% | -0.5% | -7.8% | -11.7% |
| 3Y | +11.9% | +35.7% | -23.9% | -8.5% |
| All | -36.1% | +103.9% | -140.0% | -56.7% |
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