+9.7%
PYPL vs MTSI
+181.3%
-171.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -0.8% |
| 7D | +3.9% | -10.0% | +13.9% | +4.9% |
| 30D | +7.8% | -37.2% | +45.0% | +13.4% |
| 3M | -0.7% | -30.1% | +29.4% | +2.4% |
| 6M | +28.8% | -31.9% | +60.7% | +30.4% |
| YTD | +2.4% | +23.2% | -20.8% | -11.6% |
| 1Y | -9.6% | +26.4% | -36.0% | -22.8% |
| 3Y | +9.7% | +186.2% | -176.5% | -29.2% |
| All | +9.7% | +181.3% | -171.6% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling