-81.0%
PYPL vs MTSI
+320.9%
-401.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | -4.9% | +2.1% | -7.0% | -6.2% |
| 3M | +28.9% | -29.7% | +58.6% | +39.3% |
| 6M | +18.2% | +12.5% | +5.7% | +6.4% |
| YTD | -5.0% | +57.0% | -62.1% | -25.6% |
| 1Y | -18.8% | +103.9% | -122.7% | -43.7% |
| 3Y | -12.6% | +223.6% | -236.1% | -54.9% |
| All | -81.0% | +320.9% | -401.9% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling