+119.5%
MSTR vs PATH
-76.8%
+196.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.6% | +15.2% | +7.4% |
| 7D | +12.2% | -16.3% | +28.5% | +22.2% |
| 30D | +45.2% | +9.9% | +35.3% | +36.8% |
| 3M | +10.4% | +30.2% | -19.8% | -5.8% |
| 6M | -2.5% | +37.2% | -39.7% | -22.1% |
| YTD | -6.0% | -7.3% | +1.3% | -8.2% |
| 1Y | -56.4% | +40.0% | -96.4% | -69.0% |
| 3Y | +306.3% | -4.4% | +310.7% | +230.8% |
| 5Y | +100.5% | -76.0% | +176.5% | +144.0% |
| All | +119.5% | -76.8% | +196.3% | +161.0% |
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 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