+37,197.0%
PAYX vs MOS
+155.8%
+37,041.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.9% |
| 7D | -4.2% | +9.5% | -13.7% | -5.6% |
| 30D | +2.9% | +10.4% | -7.5% | +1.1% |
| 3M | +23.6% | +12.9% | +10.7% | +20.6% |
| 6M | +30.0% | +1.2% | +28.8% | +28.2% |
| YTD | +12.2% | +9.3% | +2.9% | +8.8% |
| 1Y | -7.5% | -18.0% | +10.5% | -6.2% |
| 3Y | +10.1% | -29.0% | +39.1% | +12.2% |
| 5Y | +25.1% | -9.6% | +34.7% | +19.0% |
| 10Y | +171.7% | +6.1% | +165.7% | +132.4% |
| All | +37,197.0% | +155.8% | +37,041.2% | +17,383.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling