-6.2%
PAYX vs MSTZ
-99.1%
+93.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.5% |
| 7D | -4.9% | +17.0% | -21.9% | -4.6% |
| 30D | -3.8% | -61.8% | +58.0% | -4.7% |
| 3M | +17.9% | -54.6% | +72.4% | +17.3% |
| 6M | +26.1% | -59.3% | +85.3% | +25.5% |
| YTD | +6.7% | -74.6% | +81.3% | +6.2% |
| 1Y | -10.7% | -18.8% | +8.1% | -9.5% |
| All | -6.2% | -99.1% | +93.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling