+8.7%
PAYX vs MTSI
+59.5%
-50.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.4% |
| 7D | +9.7% | -10.7% | +20.4% | +7.5% |
| 30D | +20.2% | -29.0% | +49.2% | +13.9% |
| 3M | +1.1% | -14.7% | +15.8% | -0.2% |
| 6M | +32.7% | -20.1% | +52.8% | +29.5% |
| YTD | +10.5% | +36.1% | -25.6% | +16.3% |
| 1Y | +8.7% | +61.7% | -53.0% | +16.3% |
| All | +8.7% | +59.5% | -50.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling