-99.1%
MSTZ vs CPAY
+49.4%
-148.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +6.4% |
| 7D | +30.8% | +1.6% | +29.2% | +33.0% |
| 30D | +41.2% | +17.6% | +23.6% | +69.3% |
| 3M | -60.9% | +8.7% | -69.6% | -57.1% |
| 6M | -15.7% | +39.5% | -55.2% | +27.1% |
| YTD | -75.2% | +53.6% | -128.8% | -53.9% |
| 1Y | -59.8% | +63.3% | -123.1% | -19.2% |
| All | -99.1% | +49.4% | -148.5% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling