+6,244.8%
MS vs PAYX
+12,478.5%
-6,233.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +1.3% |
| 7D | +2.5% | -6.9% | +9.4% | +6.2% |
| 30D | 0.0% | -2.6% | +2.5% | +1.1% |
| 3M | +2.4% | +19.4% | -17.0% | -7.9% |
| 6M | +36.4% | +18.7% | +17.7% | +21.9% |
| YTD | +23.8% | +7.8% | +16.0% | +16.1% |
| 1Y | +48.6% | -9.9% | +58.5% | +52.4% |
| 3Y | +179.1% | +7.4% | +171.7% | +157.0% |
| 5Y | +144.8% | +21.8% | +123.0% | +108.6% |
| 10Y | +794.2% | +161.3% | +632.9% | +413.3% |
| All | +6,244.8% | +12,478.5% | -6,233.7% | +1,253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling