-70.4%
PYPL vs MTSI
+208.2%
-278.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.0% | -7.6% | -0.7% |
| 7D | +2.2% | +3.5% | -1.4% | +0.6% |
| 30D | +8.1% | -30.3% | +38.5% | +16.2% |
| 3M | +1.9% | -26.0% | +27.9% | +6.6% |
| 6M | +33.1% | -36.1% | +69.2% | +41.5% |
| YTD | +3.8% | +34.3% | -30.5% | -17.7% |
| 1Y | -8.3% | +35.3% | -43.6% | -27.9% |
| 3Y | +11.9% | +217.6% | -205.8% | -45.4% |
| 5Y | -70.4% | +210.1% | -280.5% | -87.2% |
| All | -70.4% | +208.2% | -278.6% | -87.2% |
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 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