+22.0%
PAYX vs MSI
+100.4%
-78.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -7.9% | -1.8% | -6.1% | -7.2% |
| 30D | -5.0% | -0.6% | -4.4% | -4.8% |
| 3M | +15.1% | +13.0% | +2.1% | +9.0% |
| 6M | +23.9% | +0.5% | +23.4% | +22.8% |
| YTD | +6.2% | +21.7% | -15.5% | -4.6% |
| 1Y | -9.6% | -2.6% | -7.0% | -9.4% |
| 3Y | +5.8% | +69.7% | -63.8% | -23.5% |
| 5Y | +22.0% | +102.8% | -80.8% | -20.7% |
| All | +22.0% | +100.4% | -78.5% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling