-18.8%
PYPL vs MTSI
+105.8%
-124.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.7% |
| 30D | -4.9% | +2.1% | -7.0% | -4.8% |
| 3M | +28.9% | -29.7% | +58.6% | +28.6% |
| 6M | +18.2% | +12.5% | +5.7% | +15.3% |
| YTD | -5.0% | +57.0% | -62.1% | -9.7% |
| All | -18.8% | +105.8% | -124.5% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling