-26.3%
PYPL vs MSTZ
-99.1%
+72.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.6% | -4.4% | +2.7% |
| 7D | -5.9% | +24.8% | -30.7% | -4.1% |
| 30D | -9.4% | -59.2% | +49.8% | -14.0% |
| 3M | +31.3% | -56.9% | +88.2% | +27.4% |
| 6M | +19.1% | -57.6% | +76.7% | +17.8% |
| YTD | -7.9% | -73.6% | +65.7% | -8.5% |
| 1Y | -17.9% | -15.6% | -2.3% | -6.9% |
| All | -26.3% | -99.1% | +72.8% | -36.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling