+495.5%
MSTR vs PAYC
+510.1%
-14.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.5% | -9.0% | -7.7% |
| 7D | -11.5% | -0.5% | -11.0% | -11.5% |
| 30D | -24.8% | +5.2% | -30.0% | -26.7% |
| 3M | +20.6% | +18.0% | +2.7% | +11.7% |
| 6M | -38.0% | +81.6% | -119.6% | -55.0% |
| YTD | -24.7% | +57.3% | -82.0% | -42.4% |
| 1Y | -49.1% | +49.8% | -98.9% | -60.1% |
| 3Y | +124.7% | +49.0% | +75.7% | +69.9% |
| 5Y | +40.9% | -47.8% | +88.8% | +70.5% |
| All | +495.5% | +510.1% | -14.5% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 10y: compounded portfolio wealth divided by compounded PAYC 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…
10y analysis · Full analysis span regression · 6 months rolling