+1,329.1%
MTSI vs PAYC
+1,229.9%
+99.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.1% | +4.7% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | +2.1% | +32.8% | -30.7% | -7.6% |
| 3M | -29.7% | +69.3% | -99.0% | -42.5% |
| 6M | +12.5% | +74.0% | -61.4% | -10.3% |
| YTD | +57.0% | +46.4% | +10.6% | +32.0% |
| 1Y | +103.9% | +4.2% | +99.8% | +92.2% |
| 3Y | +223.6% | -19.7% | +243.3% | +211.1% |
| 5Y | +321.6% | -52.0% | +373.6% | +378.8% |
| 10Y | +517.7% | +356.9% | +160.8% | +228.0% |
| All | +1,329.1% | +1,229.9% | +99.2% | +497.4% |
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