+47.2%
PYPL vs MTSI
+512.4%
-465.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.0% | -7.6% | -0.8% |
| 7D | +2.2% | +3.5% | -1.4% | +0.6% |
| 30D | +8.1% | -30.3% | +38.5% | +16.0% |
| 3M | +1.9% | -26.0% | +27.9% | +6.5% |
| 6M | +33.1% | -36.1% | +69.2% | +41.0% |
| YTD | +3.8% | +34.3% | -30.5% | -12.4% |
| 1Y | -8.3% | +35.3% | -43.6% | -23.0% |
| 3Y | +11.9% | +217.6% | -205.8% | -29.6% |
| 5Y | -70.4% | +210.1% | -280.5% | -81.7% |
| 10Y | +47.2% | +471.4% | -424.3% | -34.2% |
| All | +47.2% | +512.4% | -465.2% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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