-88.0%
MSTU vs PAYC
+31.5%
-119.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.2% | +2.8% |
| 7D | -16.6% | -5.5% | -11.1% | -13.7% |
| 30D | +69.7% | +3.8% | +65.9% | +68.8% |
| 3M | -7.5% | +65.8% | -73.3% | -33.1% |
| 6M | -43.1% | +68.7% | -111.8% | -60.4% |
| YTD | -63.0% | +38.3% | -101.4% | -70.2% |
| 1Y | -93.8% | -2.4% | -91.4% | -93.3% |
| All | -88.0% | +31.5% | -119.4% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling