-24.0%
PYPL vs MSTU
-85.2%
+61.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.1% | -2.8% |
| 7D | +2.7% | +21.3% | -18.7% | +0.6% |
| 30D | -4.9% | +90.8% | -95.7% | -10.8% |
| 3M | +28.9% | -6.8% | +35.6% | +26.3% |
| 6M | +18.2% | -39.8% | +58.1% | +18.0% |
| YTD | -5.0% | -55.7% | +50.7% | -5.2% |
| 1Y | -18.8% | -92.7% | +73.8% | -5.8% |
| All | -24.0% | -85.2% | +61.2% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling