+801.2%
MSI vs PAYC
+1,229.9%
-428.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.2% |
| 7D | -3.7% | -2.9% | -0.8% | -3.2% |
| 30D | +6.8% | +32.8% | -25.9% | +0.7% |
| 3M | +14.3% | +69.3% | -55.0% | +2.5% |
| 6M | -1.6% | +74.0% | -75.5% | -12.6% |
| YTD | +22.8% | +46.4% | -23.6% | +12.4% |
| 1Y | -1.1% | +4.2% | -5.3% | -3.5% |
| 3Y | +70.5% | -19.7% | +90.2% | +68.0% |
| 5Y | +102.8% | -52.0% | +154.8% | +116.0% |
| 10Y | +597.4% | +356.9% | +240.5% | +411.4% |
| All | +801.2% | +1,229.9% | -428.6% | +537.0% |
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