-78.0%
PATH vs MAS
+25.8%
-103.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.8% | -18.4% | -17.6% |
| 7D | -16.3% | -0.8% | -15.6% | -16.1% |
| 30D | +9.9% | -5.6% | +15.5% | +13.1% |
| 3M | +30.2% | +4.4% | +25.7% | +24.2% |
| 6M | +37.2% | +7.2% | +30.0% | +26.0% |
| YTD | -7.3% | +16.1% | -23.4% | -20.7% |
| 1Y | +40.0% | +0.1% | +39.9% | +32.0% |
| 3Y | -4.4% | +28.3% | -32.7% | -29.7% |
| 5Y | -76.0% | +30.5% | -106.5% | -83.8% |
| All | -78.0% | +25.8% | -103.8% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling