-81.0%
PATH vs MKSI
+33.0%
-113.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | +0.2% |
| 7D | -2.7% | +15.9% | -18.7% | -8.5% |
| 30D | -1.4% | -9.6% | +8.2% | +1.3% |
| 3M | -16.4% | -23.2% | +6.7% | -10.2% |
| 6M | +23.3% | -29.2% | +52.5% | +28.3% |
| YTD | -19.8% | +41.8% | -61.6% | -44.5% |
| 1Y | -8.6% | +48.7% | -57.2% | -38.7% |
| 3Y | -24.0% | +225.3% | -249.3% | -74.8% |
| 5Y | -77.1% | +43.6% | -120.7% | -86.1% |
| All | -81.0% | +33.0% | -113.9% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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