-81.0%
PYPL vs MSI
+103.4%
-184.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | +2.7% | -3.7% | +6.4% | +4.4% |
| 30D | -4.9% | +6.8% | -11.7% | -8.2% |
| 3M | +28.9% | +14.3% | +14.6% | +20.2% |
| 6M | +18.2% | -1.6% | +19.8% | +18.3% |
| YTD | -5.0% | +22.8% | -27.8% | -16.4% |
| 1Y | -18.8% | -1.1% | -17.7% | -19.3% |
| 3Y | -12.6% | +70.5% | -83.0% | -41.5% |
| All | -81.0% | +103.4% | -184.4% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling