-99.2%
MSTZ vs CPAY
+31.6%
-130.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.2% | +10.4% | +5.6% |
| 7D | -25.4% | +0.6% | -25.9% | -24.5% |
| 30D | -60.9% | +3.6% | -64.5% | -59.1% |
| 3M | -54.2% | +16.6% | -70.8% | -43.6% |
| 6M | -65.0% | +29.5% | -94.5% | -49.1% |
| YTD | -76.5% | +35.3% | -111.8% | -62.0% |
| 1Y | -23.4% | +30.6% | -54.0% | +15.4% |
| All | -99.2% | +31.6% | -130.8% | -96.9% |
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