+40.0%
PATH vs MAS
+1.6%
+38.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.8% | -18.4% | -16.5% |
| 7D | -16.3% | -0.8% | -15.6% | -16.3% |
| 30D | +9.9% | -5.6% | +15.5% | +9.7% |
| 3M | +30.2% | +4.4% | +25.7% | +31.4% |
| 6M | +37.2% | +7.2% | +30.0% | +39.7% |
| YTD | -7.3% | +16.1% | -23.4% | -3.8% |
| 1Y | +40.0% | +0.1% | +39.9% | +43.3% |
| All | +40.0% | +1.6% | +38.4% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling