+1,088.1%
PAYX vs MKSI
+2,222.5%
-1,134.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -4.9% | +2.7% | -7.5% | -5.4% |
| 30D | -3.8% | -12.8% | +9.0% | -1.6% |
| 3M | +17.9% | -22.5% | +40.4% | +20.7% |
| 6M | +26.1% | +19.4% | +6.7% | +16.7% |
| YTD | +6.7% | +67.7% | -61.0% | -8.9% |
| 1Y | -10.7% | +131.4% | -142.2% | -29.9% |
| 3Y | +7.0% | +197.3% | -190.4% | -25.5% |
| 5Y | +22.6% | +87.0% | -64.4% | -8.3% |
| 10Y | +166.5% | +522.1% | -355.6% | +44.2% |
| All | +1,088.1% | +2,222.5% | -1,134.5% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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