+957.6%
MKSI vs PAYC
+1,156.6%
-199.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | +2.7% | -5.5% | +8.2% | +4.4% |
| 30D | -12.8% | +3.8% | -16.6% | -14.2% |
| 3M | -22.5% | +65.8% | -88.3% | -36.9% |
| 6M | +19.4% | +68.7% | -49.3% | -5.1% |
| YTD | +67.7% | +38.3% | +29.4% | +41.4% |
| 1Y | +131.4% | -2.4% | +133.8% | +119.6% |
| 3Y | +197.3% | -21.5% | +218.9% | +188.0% |
| 5Y | +87.0% | -52.7% | +139.7% | +112.1% |
| 10Y | +522.1% | +354.4% | +167.7% | +289.5% |
| All | +957.6% | +1,156.6% | -199.0% | +490.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 all: compounded portfolio wealth divided by compounded PAYC 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…
all analysis · Full analysis span regression · 6 months rolling