+21.8%
PAYX vs MOS
-7.1%
+28.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.6% | -4.3% |
| 7D | -6.9% | +7.1% | -14.0% | -7.8% |
| 30D | -2.6% | +15.0% | -17.6% | -4.5% |
| 3M | +19.4% | +24.1% | -4.7% | +15.7% |
| 6M | +18.7% | +2.7% | +15.9% | +17.1% |
| YTD | +7.8% | +12.2% | -4.4% | +4.4% |
| 1Y | -9.9% | -16.3% | +6.4% | -8.7% |
| 3Y | +7.4% | -23.3% | +30.7% | +8.4% |
| 5Y | +21.8% | -4.2% | +26.0% | +18.5% |
| All | +21.8% | -7.1% | +28.9% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling