+1,021.0%
MTSI vs PAYC
+1,262.3%
-241.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -5.1% | +15.9% | +12.5% |
| 7D | -10.0% | -10.2% | +0.2% | -6.7% |
| 30D | -37.2% | +6.1% | -43.3% | -38.8% |
| 3M | -30.1% | +10.1% | -40.1% | -33.2% |
| 6M | -31.9% | +88.6% | -120.5% | -47.2% |
| YTD | +23.2% | +50.0% | -26.8% | +1.7% |
| 1Y | +26.4% | +46.1% | -19.7% | +5.2% |
| 3Y | +186.2% | +51.2% | +135.0% | +123.6% |
| 5Y | +187.0% | -51.7% | +238.7% | +223.1% |
| 10Y | +460.4% | +467.4% | -7.0% | +181.1% |
| All | +1,021.0% | +1,262.3% | -241.2% | +360.3% |
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