-26.5%
PYPL vs MSTU
-86.5%
+60.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | -2.5% |
| 7D | +1.7% | +16.1% | -14.4% | +0.1% |
| 30D | -9.7% | +68.7% | -78.4% | -14.5% |
| 3M | +29.2% | -11.0% | +40.2% | +27.2% |
| 6M | +13.9% | -33.4% | +47.2% | +12.6% |
| YTD | -8.1% | -59.5% | +51.4% | -7.6% |
| 1Y | -21.4% | -93.4% | +72.0% | -7.9% |
| All | -26.5% | -86.5% | +60.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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