-87.5%
MSTU vs CPAY
+31.3%
-118.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +12.9% | -2.5% | +15.4% | +16.7% |
| 30D | +68.3% | +1.3% | +67.0% | +65.6% |
| 3M | +0.4% | +13.5% | -13.1% | -13.6% |
| 6M | -41.5% | +24.7% | -66.2% | -55.1% |
| YTD | -61.7% | +34.9% | -96.7% | -75.0% |
| 1Y | -93.7% | +29.7% | -123.4% | -95.7% |
| All | -87.5% | +31.3% | -118.8% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling