-10.7%
PAYX vs MSTU
-93.8%
+83.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.4% |
| 6M | +26.1% | -43.1% | +69.2% | +25.3% |
| YTD | +6.7% | -63.0% | +69.8% | +6.0% |
| 1Y | -10.7% | -93.8% | +83.0% | -10.5% |
| All | -10.7% | -93.8% | +83.1% | -10.5% |
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