+51.9%
PYPL vs MSI
+663.2%
-611.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -1.1% | +2.6% | -3.7% | -2.4% |
| 30D | +3.8% | +18.1% | -14.3% | -5.2% |
| 3M | -1.3% | +13.2% | -14.5% | -7.9% |
| 6M | +29.0% | +36.3% | -7.2% | +8.4% |
| YTD | +0.7% | +39.5% | -38.8% | -17.9% |
| 1Y | -12.3% | +36.9% | -49.2% | -27.7% |
| 3Y | +7.6% | +76.1% | -68.5% | -26.0% |
| 5Y | -71.7% | +123.7% | -195.4% | -83.6% |
| All | +51.9% | +663.2% | -611.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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