+35,425.3%
PAYX vs MAS
+1,715.7%
+33,709.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -3.2% |
| 7D | -0.6% | +3.3% | -3.9% | -1.6% |
| 30D | +11.5% | +25.5% | -14.0% | +4.5% |
| 3M | -3.4% | +11.8% | -15.2% | -6.6% |
| 6M | +26.3% | +21.3% | +5.0% | +18.4% |
| YTD | +6.9% | +37.7% | -30.9% | -4.4% |
| 1Y | +7.1% | +41.0% | -33.9% | -4.9% |
| 3Y | +12.6% | +63.0% | -50.4% | -5.6% |
| 5Y | +9.5% | +44.1% | -34.6% | -6.0% |
| 10Y | +184.3% | +224.3% | -40.0% | +93.5% |
| All | +35,425.3% | +1,715.7% | +33,709.6% | +14,549.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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