-8.6%
PATH vs MKSI
+34.1%
-42.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.0% | -10.2% | +1.0% |
| 7D | -2.7% | +7.7% | -10.4% | -1.8% |
| 30D | -3.7% | -20.0% | +16.3% | -6.6% |
| 3M | -13.8% | -30.6% | +16.8% | -17.2% |
| 6M | +20.3% | -32.3% | +52.6% | +15.2% |
| YTD | -20.8% | +32.8% | -53.6% | -27.6% |
| All | -8.6% | +34.1% | -42.6% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling