-30.2%
MSTZ vs CPAY
+29.9%
-60.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.1% |
| 7D | -29.7% | +2.1% | -31.8% | -28.7% |
| 30D | -65.3% | +5.5% | -70.8% | -64.0% |
| 3M | -57.3% | +16.6% | -73.9% | -51.5% |
| 6M | -61.6% | +26.7% | -88.3% | -52.6% |
| YTD | -78.3% | +38.4% | -116.6% | -73.4% |
| 1Y | -30.2% | +30.1% | -60.4% | -22.2% |
| All | -30.2% | +29.9% | -60.2% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling