+51.4%
PYPL vs MTSI
+636.6%
-585.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | -4.9% | +2.1% | -7.0% | -6.0% |
| 3M | +28.9% | -29.7% | +58.6% | +37.9% |
| 6M | +18.2% | +12.5% | +5.7% | +9.3% |
| YTD | -5.0% | +57.0% | -62.1% | -20.8% |
| 1Y | -18.8% | +103.9% | -122.7% | -37.9% |
| 3Y | -12.6% | +223.6% | -236.1% | -43.5% |
| 5Y | -80.8% | +321.6% | -402.3% | -88.7% |
| 10Y | +49.9% | +517.7% | -467.8% | -32.0% |
| All | +51.4% | +636.6% | -585.3% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling