-6.2%
PAYX vs MSTU
-87.7%
+81.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.0% | +0.5% |
| 7D | -4.9% | -16.6% | +11.7% | -4.6% |
| 30D | -3.8% | +69.7% | -73.5% | -4.6% |
| 3M | +17.9% | -7.5% | +25.3% | +17.5% |
| 6M | +26.1% | -43.1% | +69.2% | +25.8% |
| YTD | +6.7% | -63.0% | +69.8% | +6.6% |
| 1Y | -10.7% | -93.8% | +83.0% | -8.9% |
| All | -6.2% | -87.7% | +81.5% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling