-55.5%
MSTZ vs CPAY
+66.2%
-121.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.3% | +7.8% |
| 7D | +21.1% | +13.1% | +8.1% | +30.1% |
| 30D | +40.1% | +15.5% | +24.6% | +53.5% |
| 3M | -66.1% | +14.7% | -80.7% | -62.9% |
| 6M | -20.7% | +33.6% | -54.4% | -2.6% |
| YTD | -78.6% | +52.7% | -131.3% | -74.3% |
| 1Y | -55.5% | +63.5% | -119.0% | -52.3% |
| All | -55.5% | +66.2% | -121.7% | -52.3% |
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