-88.4%
MSTU vs PAYC
+29.7%
-118.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.9% |
| 7D | -22.0% | -10.2% | -11.8% | -17.0% |
| 30D | +60.3% | +2.0% | +58.3% | +61.0% |
| 3M | -3.7% | +58.3% | -62.0% | -28.4% |
| 6M | -45.2% | +64.5% | -109.7% | -61.2% |
| YTD | -64.3% | +36.5% | -100.8% | -71.0% |
| 1Y | -94.0% | -1.3% | -92.8% | -93.6% |
| All | -88.4% | +29.7% | -118.1% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling