+98.8%
MSTR vs PATH
-80.1%
+178.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -7.3% |
| 7D | -8.7% | -5.6% | -3.1% | -5.7% |
| 30D | -21.4% | -0.7% | -20.7% | -20.9% |
| 3M | +31.4% | -5.9% | +37.3% | +34.5% |
| 6M | -30.8% | +21.6% | -52.4% | -39.8% |
| YTD | -14.9% | -20.6% | +5.7% | -9.8% |
| 1Y | -49.3% | -10.6% | -38.7% | -51.1% |
| 3Y | +184.8% | -24.9% | +209.7% | +169.4% |
| 5Y | +62.1% | -76.8% | +139.0% | +110.5% |
| All | +98.8% | -80.1% | +178.9% | +156.6% |
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