+164.0%
PAYX vs MSI
+605.3%
-441.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.9% | -0.4% | -4.5% | -4.6% |
| 30D | -3.8% | -0.8% | -3.0% | -3.5% |
| 3M | +17.9% | +13.9% | +3.9% | +10.0% |
| 6M | +26.1% | +1.3% | +24.7% | +24.0% |
| YTD | +6.7% | +22.3% | -15.6% | -5.7% |
| 1Y | -10.7% | -3.9% | -6.9% | -10.4% |
| 3Y | +7.0% | +69.9% | -62.9% | -23.6% |
| 5Y | +22.6% | +103.8% | -81.2% | -22.3% |
| All | +164.0% | +605.3% | -441.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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