-17.7%
PYPL vs MSTZ
-99.3%
+81.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.0% |
| 7D | -1.2% | +31.0% | -32.2% | +1.1% |
| 30D | +6.1% | +34.0% | -27.8% | +9.5% |
| 3M | +1.1% | -67.7% | +68.7% | -4.2% |
| 6M | +32.7% | -14.9% | +47.7% | +40.4% |
| YTD | +2.8% | -79.1% | +81.8% | +1.9% |
| 1Y | -10.8% | -58.9% | +48.2% | -4.8% |
| All | -17.7% | -99.3% | +81.5% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling