-88.0%
MSTU vs CPAY
+32.0%
-119.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | -16.6% | -2.0% | -14.6% | -14.6% |
| 30D | +69.7% | -0.4% | +70.1% | +70.2% |
| 3M | -7.5% | +16.4% | -23.8% | -22.7% |
| 6M | -43.1% | +23.5% | -66.6% | -55.8% |
| YTD | -63.0% | +35.7% | -98.7% | -76.1% |
| 1Y | -93.8% | +30.2% | -124.0% | -95.8% |
| All | -88.0% | +32.0% | -119.9% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling