-18.8%
PATH vs MAS
+67.0%
-85.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.8% | +1.1% |
| 7D | -4.8% | +14.2% | -19.0% | -8.8% |
| 30D | +2.7% | +26.8% | -24.2% | -5.0% |
| 3M | -4.2% | +13.1% | -17.3% | -8.2% |
| 6M | +24.7% | +27.9% | -3.2% | +13.2% |
| YTD | -17.6% | +38.7% | -56.2% | -29.4% |
| 1Y | -5.3% | +40.4% | -45.7% | -19.7% |
| All | -18.8% | +67.0% | -85.7% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling