-93.8%
MSTU vs CPAY
+33.9%
-127.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | -16.6% | -2.0% | -14.6% | -15.4% |
| 30D | +69.7% | -0.4% | +70.1% | +70.2% |
| 3M | -7.5% | +16.4% | -23.8% | -16.4% |
| 6M | -43.1% | +23.5% | -66.6% | -50.5% |
| YTD | -63.0% | +35.7% | -98.7% | -65.6% |
| 1Y | -93.8% | +30.2% | -124.0% | -93.5% |
| All | -93.8% | +33.9% | -127.7% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling