+37,196.9%
PAYX vs MAS
+1,430.5%
+35,766.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.2% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | +2.9% | -5.6% | +8.5% | +4.4% |
| 3M | +23.6% | +4.4% | +19.2% | +21.2% |
| 6M | +30.0% | +7.2% | +22.8% | +25.5% |
| YTD | +12.2% | +16.1% | -3.9% | +5.4% |
| 1Y | -7.5% | +0.1% | -7.6% | -9.4% |
| 3Y | +10.1% | +28.3% | -18.2% | -1.4% |
| 5Y | +25.1% | +30.5% | -5.3% | +10.4% |
| 10Y | +171.7% | +139.1% | +32.6% | +100.5% |
| All | +37,196.9% | +1,430.5% | +35,766.5% | +16,050.2% |
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