-22.1%
PYPL vs MSTZ
-19.0%
-3.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -1.5% |
| 7D | -4.3% | -23.6% | +19.2% | -5.4% |
| 30D | -11.5% | -60.7% | +49.3% | -15.1% |
| 3M | +26.1% | -58.3% | +84.4% | +23.4% |
| 6M | +13.7% | -60.0% | +73.7% | +12.4% |
| YTD | -9.8% | -75.2% | +65.4% | -9.8% |
| 1Y | -22.1% | -19.9% | -2.2% | -8.1% |
| All | -22.1% | -19.0% | -3.0% | -8.1% |
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 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