-80.4%
PATH vs MAS
+50.3%
-130.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.8% | -0.2% |
| 7D | -4.8% | +14.2% | -19.0% | -11.8% |
| 30D | +2.7% | +26.8% | -24.2% | -10.5% |
| 3M | -4.2% | +13.1% | -17.3% | -11.3% |
| 6M | +24.7% | +27.9% | -3.2% | +5.2% |
| YTD | -17.6% | +38.7% | -56.2% | -36.4% |
| 1Y | -5.3% | +40.4% | -45.7% | -28.0% |
| 3Y | -22.0% | +66.1% | -88.1% | -51.6% |
| 5Y | -76.5% | +47.4% | -123.9% | -85.7% |
| All | -80.4% | +50.3% | -130.7% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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