+7.4%
PAYX vs MTSI
+241.4%
-233.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -3.8% |
| 7D | -6.9% | +4.9% | -11.8% | -6.7% |
| 30D | -2.6% | -11.6% | +9.0% | -3.0% |
| 3M | +19.4% | -24.1% | +43.5% | +19.2% |
| 6M | +18.7% | +32.4% | -13.8% | +16.6% |
| YTD | +7.8% | +60.4% | -52.7% | +4.5% |
| 1Y | -9.9% | +111.0% | -120.8% | -14.7% |
| 3Y | +7.4% | +246.1% | -238.7% | -8.7% |
| All | +7.4% | +241.4% | -233.9% | -8.7% |
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 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