+36.9%
PYPL vs MSI
+590.9%
-554.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.7% |
| 7D | +1.7% | -5.8% | +7.5% | +4.9% |
| 30D | -9.7% | -1.0% | -8.8% | -9.5% |
| 3M | +29.2% | +14.2% | +15.1% | +19.8% |
| 6M | +13.9% | +1.0% | +12.8% | +12.0% |
| YTD | -8.1% | +21.5% | -29.6% | -19.1% |
| 1Y | -21.4% | -2.1% | -19.3% | -22.1% |
| 3Y | -11.8% | +69.3% | -81.1% | -38.3% |
| 5Y | -81.1% | +99.3% | -180.5% | -88.3% |
| 10Y | +36.9% | +595.0% | -558.1% | -51.8% |
| All | +36.9% | +590.9% | -554.0% | -51.8% |
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