-6.7%
PAYX vs MSTU
-88.1%
+81.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | +0.5% |
| 7D | -7.9% | -22.0% | +14.1% | -7.6% |
| 30D | -5.0% | +60.3% | -65.3% | -5.8% |
| 3M | +15.1% | -3.7% | +18.8% | +14.7% |
| 6M | +23.9% | -45.2% | +69.1% | +23.7% |
| YTD | +6.2% | -64.3% | +70.5% | +6.1% |
| 1Y | -9.6% | -94.0% | +84.4% | -7.7% |
| All | -6.7% | -88.1% | +81.4% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling