-41.5%
PYPL vs MSFU
+76.3%
-117.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.1% | -2.0% |
| 7D | +2.7% | -5.7% | +8.4% | +4.2% |
| 30D | -4.9% | +4.2% | -9.1% | -6.1% |
| 3M | +28.9% | +27.9% | +1.0% | +18.9% |
| 6M | +18.2% | +37.1% | -18.9% | +5.8% |
| YTD | -5.0% | -7.4% | +2.3% | -6.3% |
| 1Y | -18.8% | -19.6% | +0.8% | -16.9% |
| 3Y | -12.6% | +33.2% | -45.8% | -29.0% |
| All | -41.5% | +76.3% | -117.8% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling