-27.5%
MOS vs PAYC
+46.4%
-73.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +5.5% | -9.5% | +15.0% | +6.7% |
| 30D | +21.0% | +3.3% | +17.7% | +20.3% |
| 3M | -0.5% | +14.5% | -15.0% | -2.5% |
| 6M | +6.6% | +76.0% | -69.5% | -2.8% |
| YTD | -2.8% | +53.4% | -56.1% | -8.4% |
| 1Y | -8.1% | +43.8% | -51.9% | -11.8% |
| All | -27.5% | +46.4% | -73.9% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling