+113.1%
MSFT vs PATH
-80.2%
+193.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.7% | -5.3% | +7.0% | +2.7% |
| 30D | +0.2% | -0.5% | +0.7% | +0.2% |
| 3M | +6.4% | -7.1% | +13.5% | +7.0% |
| 6M | +28.7% | +23.8% | +4.9% | +22.7% |
| YTD | +10.4% | -20.7% | +31.1% | +12.4% |
| 1Y | +7.6% | -8.1% | +15.7% | +6.2% |
| 3Y | +52.3% | -21.8% | +74.1% | +45.7% |
| 5Y | +64.5% | -76.8% | +141.4% | +61.8% |
| All | +113.1% | -80.2% | +193.2% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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