+18.2%
PYPL vs MSTU
-37.9%
+56.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.1% | -2.9% |
| 7D | +2.7% | +21.3% | -18.7% | +1.2% |
| 30D | -4.9% | +90.8% | -95.7% | -8.0% |
| 3M | +28.9% | -6.8% | +35.6% | +29.3% |
| 6M | +18.2% | -39.8% | +58.1% | +17.5% |
| All | +18.2% | -37.9% | +56.1% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling