+53.8%
MSFT vs PATH
-24.3%
+78.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -3.0% |
| 7D | +1.1% | -5.6% | +6.7% | +2.0% |
| 30D | +1.3% | -0.7% | +1.9% | +1.3% |
| 3M | +10.2% | -5.9% | +16.0% | +10.5% |
| 6M | +30.8% | +21.6% | +9.2% | +25.8% |
| YTD | +11.5% | -20.6% | +32.1% | +12.4% |
| 1Y | +6.5% | -10.6% | +17.1% | +5.4% |
| All | +53.8% | -24.3% | +78.2% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling