+143.2%
MS vs PAYX
+19.2%
+124.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | +1.7% | -7.5% | +9.1% | +4.9% |
| 30D | 0.0% | -5.3% | +5.3% | +2.0% |
| 3M | +3.0% | +15.6% | -12.6% | -4.7% |
| 6M | +35.7% | +19.5% | +16.2% | +22.9% |
| YTD | +23.3% | +5.8% | +17.5% | +18.5% |
| 1Y | +44.7% | -10.9% | +55.5% | +51.7% |
| 3Y | +178.0% | +5.4% | +172.6% | +160.9% |
| 5Y | +143.2% | +20.4% | +122.8% | +115.8% |
| All | +143.2% | +19.2% | +124.0% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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