+754.3%
MS vs PAYC
+1,262.3%
-508.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.5% | +0.7% |
| 7D | -1.6% | -10.2% | +8.6% | +1.1% |
| 30D | -3.8% | +6.1% | -9.9% | -5.3% |
| 3M | -14.6% | +10.1% | -24.7% | -16.9% |
| 6M | -5.1% | +88.6% | -93.7% | -21.1% |
| YTD | +4.5% | +50.0% | -45.5% | -8.5% |
| 1Y | +13.5% | +46.1% | -32.5% | 0.0% |
| 3Y | +160.4% | +51.2% | +109.2% | +121.8% |
| 5Y | +112.9% | -51.7% | +164.5% | +131.1% |
| 10Y | +633.4% | +467.4% | +166.1% | +345.4% |
| All | +754.3% | +1,262.3% | -508.0% | +363.5% |
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