+27.6%
PYPL vs MTSI
-35.1%
+62.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -18.4% | +16.3% | -2.9% |
| 7D | +3.5% | -24.6% | +28.1% | +2.2% |
| 30D | +8.0% | -45.7% | +53.7% | +4.7% |
| 3M | +2.0% | -27.7% | +29.8% | +1.4% |
| 6M | +27.6% | -37.3% | +64.9% | +24.9% |
| All | +27.6% | -35.1% | +62.6% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling