+73.5%
MSFT vs PATH
-76.4%
+149.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.6% | +14.6% | +1.0% |
| 7D | -2.7% | -16.3% | +13.6% | +0.2% |
| 30D | +2.7% | +9.9% | -7.2% | +0.4% |
| 3M | +17.0% | +30.2% | -13.2% | +10.5% |
| 6M | +23.8% | +37.2% | -13.4% | +15.3% |
| YTD | +4.0% | -7.3% | +11.3% | +3.2% |
| 1Y | -0.8% | +40.0% | -40.8% | -10.5% |
| 3Y | +55.6% | -4.4% | +60.0% | +42.0% |
| All | +73.5% | -76.4% | +149.9% | +69.7% |
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 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