-9.6%
PAYX vs MOS
-18.9%
+9.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.3% |
| 7D | -7.9% | -0.4% | -7.6% | -7.9% |
| 30D | -5.0% | +10.0% | -15.0% | -5.0% |
| 3M | +15.1% | +28.2% | -13.0% | +15.8% |
| 6M | +23.9% | -3.1% | +27.0% | +23.3% |
| YTD | +6.2% | +7.4% | -1.2% | +3.8% |
| 1Y | -9.6% | -21.8% | +12.2% | -10.5% |
| All | -9.6% | -18.9% | +9.3% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling