+12.2%
PAYX vs MTSI
+203.6%
-191.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | 0.0% |
| 7D | -1.2% | +10.0% | -11.2% | -0.4% |
| 30D | +7.8% | -20.3% | +28.2% | +6.9% |
| 3M | -6.8% | -24.4% | +17.6% | -7.6% |
| 6M | +31.3% | -39.2% | +70.5% | +30.3% |
| YTD | +7.7% | +35.5% | -27.8% | +4.7% |
| 1Y | +8.1% | +43.0% | -35.0% | +4.7% |
| 3Y | +12.2% | +196.3% | -184.1% | -1.5% |
| All | +12.2% | +203.6% | -191.4% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling