+115.2%
MSFT vs PATH
-80.1%
+195.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -2.9% |
| 7D | +1.1% | -5.6% | +6.7% | +2.1% |
| 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% | +25.1% |
| YTD | +11.5% | -20.6% | +32.1% | +13.5% |
| 1Y | +6.5% | -10.6% | +17.1% | +5.7% |
| 3Y | +55.5% | -24.9% | +80.4% | +49.8% |
| 5Y | +66.2% | -76.8% | +143.0% | +63.4% |
| All | +115.2% | -80.1% | +195.3% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling