+66.2%
MSFT vs PATH
-78.0%
+144.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -2.9% |
| 7D | +1.1% | -5.6% | +6.7% | +2.2% |
| 30D | +1.3% | -0.7% | +1.9% | +1.3% |
| 3M | +10.2% | -5.9% | +16.0% | +10.6% |
| 6M | +30.8% | +21.6% | +9.2% | +24.6% |
| YTD | +11.5% | -20.6% | +32.1% | +13.7% |
| 1Y | +6.5% | -10.6% | +17.1% | +5.5% |
| 3Y | +55.5% | -24.9% | +80.4% | +48.8% |
| 5Y | +66.2% | -76.8% | +143.0% | +69.0% |
| All | +66.2% | -78.0% | +144.2% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling