-99.1%
MSTZ vs CPAY
+31.3%
-130.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.2% |
| 7D | -23.6% | -2.5% | -21.1% | -25.2% |
| 30D | -60.7% | +1.3% | -62.0% | -59.9% |
| 3M | -58.3% | +13.5% | -71.7% | -50.0% |
| 6M | -60.0% | +24.7% | -84.7% | -44.6% |
| YTD | -75.2% | +34.9% | -110.2% | -60.0% |
| 1Y | -19.9% | +29.7% | -49.6% | +19.3% |
| All | -99.1% | +31.3% | -130.4% | -96.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling