+178.2%
PAYX vs MTSI
+539.0%
-360.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.0% | -1.8% |
| 7D | -2.8% | +7.2% | -10.0% | -3.9% |
| 30D | +11.4% | -18.4% | +29.8% | +12.9% |
| 3M | -3.9% | -16.7% | +12.8% | -3.5% |
| 6M | +27.0% | -31.7% | +58.8% | +29.1% |
| YTD | +7.4% | +45.9% | -38.4% | -3.6% |
| 1Y | +7.9% | +47.0% | -39.0% | -3.4% |
| 3Y | +11.8% | +224.1% | -212.3% | -15.7% |
| 5Y | +9.7% | +238.5% | -228.8% | -19.6% |
| 10Y | +178.2% | +512.7% | -334.5% | +59.7% |
| All | +178.2% | +539.0% | -360.8% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling