+23.6%
PAYX vs MOH
-19.7%
+43.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.3% |
| 7D | -4.9% | +1.7% | -6.6% | -5.0% |
| 30D | -3.8% | -0.9% | -2.9% | -3.7% |
| 3M | +17.9% | +5.7% | +12.2% | +16.9% |
| 6M | +26.1% | +39.1% | -13.0% | +20.8% |
| YTD | +6.7% | +17.7% | -10.9% | +3.5% |
| 1Y | -10.7% | +8.4% | -19.1% | -12.8% |
| 3Y | +7.0% | -36.6% | +43.5% | +10.1% |
| All | +23.6% | -19.7% | +43.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling