+78.2%
MSTR vs PATH
-75.2%
+153.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +3.5% |
| 7D | -1.8% | -4.8% | +3.0% | +0.9% |
| 30D | -13.3% | +2.7% | -16.0% | -14.4% |
| 3M | +46.0% | -4.2% | +50.2% | +47.7% |
| 6M | -22.4% | +24.7% | -47.2% | -34.3% |
| YTD | -6.2% | -17.6% | +11.4% | -2.6% |
| 1Y | -42.3% | -5.3% | -37.0% | -46.6% |
| 3Y | +214.0% | -22.0% | +236.0% | +184.2% |
| 5Y | +78.2% | -76.5% | +154.7% | +137.7% |
| All | +78.2% | -75.2% | +153.4% | +137.7% |
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