+76.3%
MSFU vs PAYC
-31.4%
+107.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -3.0% |
| 7D | -5.7% | -2.9% | -2.8% | -4.8% |
| 30D | +4.2% | +32.8% | -28.6% | -5.0% |
| 3M | +27.9% | +69.3% | -41.4% | +7.7% |
| 6M | +37.1% | +74.0% | -36.9% | +14.5% |
| YTD | -7.4% | +46.4% | -53.8% | -19.2% |
| 1Y | -19.6% | +4.2% | -23.8% | -23.8% |
| 3Y | +33.2% | -19.7% | +52.9% | +37.5% |
| All | +76.3% | -31.4% | +107.7% | +99.7% |
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