-7.9%
PYPL vs MSTZ
-63.1%
+55.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.6% | +13.0% | +2.9% |
| 7D | +6.5% | +0.7% | +5.7% | +6.6% |
| 30D | +10.6% | +16.6% | -6.0% | +12.2% |
| 3M | +3.1% | -74.7% | +77.8% | -2.0% |
| 6M | +20.2% | -43.9% | +64.1% | +22.7% |
| YTD | +4.0% | -84.0% | +88.1% | +2.8% |
| 1Y | -7.9% | -65.1% | +57.2% | -4.7% |
| All | -7.9% | -63.1% | +55.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling