+50.1%
PYPL vs MSI
+683.5%
-633.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.4% |
| 7D | -1.2% | +7.7% | -8.9% | -5.1% |
| 30D | +6.1% | +19.9% | -13.8% | -3.8% |
| 3M | +1.1% | +14.9% | -13.9% | -6.5% |
| 6M | +32.7% | +37.2% | -4.5% | +11.1% |
| YTD | +2.8% | +40.8% | -38.0% | -16.6% |
| 1Y | -10.8% | +38.1% | -48.9% | -26.8% |
| 3Y | +9.8% | +77.7% | -67.9% | -24.8% |
| 5Y | -70.2% | +129.0% | -199.3% | -82.9% |
| 10Y | +50.1% | +671.3% | -621.2% | -54.9% |
| All | +50.1% | +683.5% | -633.4% | -54.9% |
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