+18.4%
PAYX vs MAGS
+187.1%
-168.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.9% | -1.8% | -6.1% | -7.6% |
| 30D | -5.0% | +1.1% | -6.1% | -5.2% |
| 3M | +15.1% | +7.7% | +7.4% | +13.7% |
| 6M | +23.9% | +11.7% | +12.2% | +21.2% |
| YTD | +6.2% | +4.9% | +1.3% | +5.1% |
| 1Y | -9.6% | +14.3% | -24.0% | -12.2% |
| 3Y | +5.8% | +128.9% | -123.1% | -13.3% |
| All | +18.4% | +187.1% | -168.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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