+98.2%
MSTR vs PATH
-80.2%
+178.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.2% | -5.3% | +4.1% | +1.8% |
| 30D | -15.9% | -0.5% | -15.4% | -15.4% |
| 3M | +33.1% | -7.1% | +40.3% | +37.2% |
| 6M | -31.0% | +23.8% | -54.8% | -40.5% |
| YTD | -15.1% | -20.7% | +5.5% | -10.0% |
| 1Y | -45.6% | -8.1% | -37.6% | -48.5% |
| 3Y | +180.5% | -21.8% | +202.3% | +159.2% |
| 5Y | +61.7% | -76.8% | +138.5% | +110.0% |
| All | +98.2% | -80.2% | +178.4% | +155.9% |
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