+51.9%
PYPL vs MTSI
+498.4%
-446.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.6% |
| 7D | -1.1% | +29.1% | -30.2% | -7.2% |
| 30D | +3.8% | -20.4% | +24.2% | +7.8% |
| 3M | -1.3% | -20.9% | +19.6% | +1.5% |
| 6M | +29.0% | -32.3% | +61.3% | +34.7% |
| YTD | +0.7% | +43.5% | -42.7% | -16.4% |
| 1Y | -12.3% | +43.8% | -56.1% | -27.4% |
| 3Y | +7.6% | +218.8% | -211.1% | -32.2% |
| 5Y | -71.7% | +228.3% | -300.0% | -82.8% |
| All | +51.9% | +498.4% | -446.5% | -32.1% |
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