-18.8%
PYPL vs MSTZ
-29.5%
+10.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -2.9% |
| 7D | +2.7% | -29.7% | +32.4% | +0.9% |
| 30D | -4.9% | -65.3% | +60.4% | -9.6% |
| 3M | +28.9% | -57.3% | +86.2% | +26.5% |
| 6M | +18.2% | -61.6% | +79.9% | +16.6% |
| YTD | -5.0% | -78.3% | +73.3% | -5.9% |
| 1Y | -18.8% | -30.2% | +11.4% | -7.4% |
| All | -18.8% | -29.5% | +10.6% | -7.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling