+51.4%
PYPL vs MSI
+877.6%
-826.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | +2.7% | -3.7% | +6.4% | +4.6% |
| 30D | -4.9% | +6.8% | -11.7% | -8.5% |
| 3M | +28.9% | +14.3% | +14.6% | +19.4% |
| 6M | +18.2% | -1.6% | +19.8% | +17.9% |
| YTD | -5.0% | +22.8% | -27.8% | -16.8% |
| 1Y | -18.8% | -1.1% | -17.7% | -20.0% |
| 3Y | -12.6% | +70.5% | -83.0% | -38.7% |
| 5Y | -80.8% | +102.8% | -183.6% | -88.1% |
| 10Y | +49.9% | +597.4% | -547.5% | -51.5% |
| All | +51.4% | +877.6% | -826.2% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling