+62.4%
PYPL vs MTSI
+421.4%
-359.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -18.4% | +16.3% | +2.3% |
| 7D | +3.5% | -24.6% | +28.1% | +10.0% |
| 30D | +8.0% | -45.7% | +53.7% | +23.3% |
| 3M | +2.0% | -27.7% | +29.8% | +7.0% |
| 6M | +27.6% | -37.3% | +64.9% | +35.0% |
| YTD | +1.9% | +11.1% | -9.2% | -9.8% |
| 1Y | -12.4% | +27.2% | -39.6% | -25.9% |
| 3Y | +6.3% | +153.7% | -147.4% | -29.1% |
| 5Y | -73.6% | +159.0% | -232.6% | -82.9% |
| 10Y | +45.8% | +405.6% | -359.8% | -32.7% |
| All | +62.4% | +421.4% | -359.0% | -28.1% |
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