+304.5%
MSTR vs PAYC
-18.2%
+322.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.4% |
| 7D | +12.2% | -2.9% | +15.0% | +13.1% |
| 30D | +45.2% | +32.8% | +12.4% | +33.9% |
| 3M | +10.4% | +69.3% | -58.9% | -6.0% |
| 6M | -2.5% | +74.0% | -76.5% | -18.4% |
| YTD | -6.0% | +46.4% | -52.4% | -17.1% |
| 1Y | -56.4% | +4.2% | -60.6% | -57.1% |
| All | +304.5% | -18.2% | +322.6% | +295.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling