-85.6%
MSTU vs PAYC
+39.1%
-124.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -1.1% |
| 7D | +21.3% | -2.9% | +24.2% | +23.7% |
| 30D | +90.8% | +32.8% | +58.1% | +62.7% |
| 3M | -6.8% | +69.3% | -76.0% | -33.5% |
| 6M | -39.8% | +74.0% | -113.8% | -58.8% |
| YTD | -55.7% | +46.4% | -102.1% | -65.4% |
| 1Y | -92.7% | +4.2% | -96.8% | -92.4% |
| All | -85.6% | +39.1% | -124.7% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling