+164.1%
PAYX vs MOS
+12.0%
+152.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -7.5% | +1.7% | -9.1% | -7.7% |
| 30D | -5.3% | +11.7% | -17.0% | -7.1% |
| 3M | +15.6% | +23.2% | -7.5% | +11.4% |
| 6M | +19.5% | -1.6% | +21.1% | +18.4% |
| YTD | +5.8% | +10.8% | -5.1% | +2.3% |
| 1Y | -10.9% | -16.2% | +5.4% | -9.9% |
| 3Y | +5.4% | -24.2% | +29.6% | +6.4% |
| 5Y | +20.4% | -6.6% | +27.0% | +13.4% |
| 10Y | +164.1% | +16.3% | +147.8% | +117.9% |
| All | +164.1% | +12.0% | +152.1% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling