+724.2%
PAYX vs MOH
+1,358.8%
-634.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.2% |
| 7D | -4.9% | +1.7% | -6.6% | -5.1% |
| 30D | -3.8% | -0.9% | -2.9% | -3.7% |
| 3M | +17.9% | +5.7% | +12.2% | +16.5% |
| 6M | +26.1% | +39.1% | -13.0% | +18.9% |
| YTD | +6.7% | +17.7% | -10.9% | +2.2% |
| 1Y | -10.7% | +8.4% | -19.1% | -13.9% |
| 3Y | +7.0% | -36.6% | +43.5% | +9.2% |
| 5Y | +22.6% | -19.1% | +41.7% | +19.4% |
| 10Y | +166.5% | +262.8% | -96.3% | +100.8% |
| All | +724.2% | +1,358.8% | -634.6% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling