+6.4%
PAYX vs MSI
+69.5%
-63.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -7.9% | -1.8% | -6.1% | -7.4% |
| 30D | -5.0% | -0.6% | -4.4% | -4.9% |
| 3M | +15.1% | +13.0% | +2.1% | +11.2% |
| 6M | +23.9% | +0.5% | +23.4% | +23.2% |
| YTD | +6.2% | +21.7% | -15.5% | -1.3% |
| 1Y | -9.6% | -2.6% | -7.0% | -9.1% |
| All | +6.4% | +69.5% | -63.1% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling