+35,732.2%
PAYX vs MSI
+3,990.4%
+31,741.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.6% |
| 7D | -6.9% | -5.8% | -1.2% | -5.4% |
| 30D | -2.6% | -1.0% | -1.6% | -2.3% |
| 3M | +19.4% | +14.2% | +5.3% | +15.0% |
| 6M | +18.7% | +1.0% | +17.6% | +17.8% |
| YTD | +7.8% | +21.5% | -13.7% | +1.3% |
| 1Y | -9.9% | -2.1% | -7.7% | -10.1% |
| 3Y | +7.4% | +69.3% | -61.9% | -8.6% |
| 5Y | +21.8% | +99.3% | -77.5% | -1.1% |
| 10Y | +161.3% | +595.0% | -433.8% | +53.4% |
| All | +35,732.2% | +3,990.4% | +31,741.8% | +10,519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling