-7.5%
PAYX vs MSTU
-92.8%
+85.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.6% |
| 7D | -4.2% | +21.3% | -25.5% | -4.5% |
| 30D | +2.9% | +90.8% | -87.9% | +1.9% |
| 3M | +23.6% | -6.8% | +30.4% | +23.0% |
| 6M | +30.0% | -39.8% | +69.9% | +29.1% |
| YTD | +12.2% | -55.7% | +67.9% | +11.1% |
| 1Y | -7.5% | -92.7% | +85.2% | -8.5% |
| All | -7.5% | -92.8% | +85.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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