-87.2%
MSTU vs PAYC
+46.2%
-133.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.0% | +8.4% | +9.6% |
| 7D | -4.8% | +2.0% | -6.9% | -5.6% |
| 30D | -29.6% | +18.8% | -48.3% | -34.2% |
| 3M | +69.4% | +53.2% | +16.2% | +49.1% |
| 6M | -62.2% | +103.7% | -165.9% | -70.8% |
| YTD | -61.1% | +69.5% | -130.5% | -68.8% |
| 1Y | -87.2% | +48.8% | -136.0% | -88.9% |
| All | -87.2% | +46.2% | -133.3% | -88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling