+7.9%
PAYX vs MTSI
+41.9%
-33.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.0% | +1.2% |
| 7D | -2.8% | +7.2% | -10.0% | -0.9% |
| 30D | +11.4% | -18.4% | +29.8% | +8.8% |
| 3M | -3.9% | -16.7% | +12.8% | -5.0% |
| 6M | +27.0% | -31.7% | +58.8% | +23.3% |
| YTD | +7.4% | +45.9% | -38.4% | +13.8% |
| 1Y | +7.9% | +47.0% | -39.0% | +13.9% |
| All | +7.9% | +41.9% | -33.9% | +13.9% |
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