-99.2%
MSTZ vs PAYC
+39.1%
-138.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +0.6% |
| 7D | -29.7% | -2.9% | -26.8% | -30.4% |
| 30D | -65.3% | +32.8% | -98.0% | -59.0% |
| 3M | -57.3% | +69.3% | -126.6% | -40.5% |
| 6M | -61.6% | +74.0% | -135.6% | -45.2% |
| YTD | -78.3% | +46.4% | -124.7% | -72.2% |
| 1Y | -30.2% | +4.2% | -34.4% | -30.9% |
| All | -99.2% | +39.1% | -138.4% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 all: compounded portfolio wealth divided by compounded PAYC 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…
all analysis · Full analysis span regression · 6 months rolling