+923.9%
MSI vs PAYC
+1,328.4%
-404.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.4% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | +18.1% | +5.2% | +13.0% | +16.7% |
| 3M | +13.2% | +18.0% | -4.8% | +9.2% |
| 6M | +36.3% | +81.6% | -45.4% | +20.1% |
| YTD | +39.5% | +57.3% | -17.7% | +25.5% |
| 1Y | +36.9% | +49.8% | -12.9% | +24.3% |
| 3Y | +76.1% | +49.0% | +27.1% | +55.7% |
| 5Y | +123.7% | -47.8% | +171.6% | +134.0% |
| 10Y | +664.3% | +515.8% | +148.5% | +442.2% |
| All | +923.9% | +1,328.4% | -404.5% | +611.5% |
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