+65.4%
PYPL vs MSI
+1,005.6%
-940.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | 0.0% |
| 7D | +2.2% | +8.3% | -6.2% | -2.1% |
| 30D | +8.1% | +18.9% | -10.7% | -1.4% |
| 3M | +1.9% | +13.2% | -11.3% | -4.9% |
| 6M | +33.1% | +38.3% | -5.1% | +11.2% |
| YTD | +3.8% | +38.9% | -35.1% | -14.9% |
| 1Y | -8.3% | +36.7% | -45.0% | -24.2% |
| 3Y | +11.9% | +76.6% | -64.7% | -22.5% |
| 5Y | -70.4% | +124.5% | -194.9% | -82.6% |
| 10Y | +47.2% | +674.5% | -627.3% | -55.1% |
| All | +65.4% | +1,005.6% | -940.2% | -63.4% |
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