+164.1%
PAYX vs MTSI
+571.2%
-407.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.4% |
| 7D | -7.5% | +11.1% | -18.5% | -8.7% |
| 30D | -5.3% | -3.7% | -1.6% | -5.2% |
| 3M | +15.6% | -20.2% | +35.9% | +17.5% |
| 6M | +19.5% | +30.8% | -11.3% | +11.9% |
| YTD | +5.8% | +67.0% | -61.3% | -5.3% |
| 1Y | -10.9% | +120.4% | -131.3% | -24.2% |
| 3Y | +5.4% | +260.4% | -255.0% | -20.3% |
| 5Y | +20.4% | +356.3% | -335.9% | -14.2% |
| 10Y | +164.1% | +581.1% | -417.0% | +49.8% |
| All | +164.1% | +571.2% | -407.1% | +49.8% |
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