-99.2%
MSTZ vs CPAY
+48.6%
-147.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.3% | +8.0% |
| 7D | +21.1% | +13.1% | +8.1% | +37.7% |
| 30D | +40.1% | +15.5% | +24.6% | +64.7% |
| 3M | -66.1% | +14.7% | -80.7% | -60.4% |
| 6M | -20.7% | +33.6% | -54.4% | +13.7% |
| YTD | -78.6% | +52.7% | -131.3% | -60.5% |
| 1Y | -55.5% | +63.5% | -119.0% | -10.1% |
| All | -99.2% | +48.6% | -147.8% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling