-77.0%
PATH vs MKSI
+24.3%
-101.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -3.3% |
| 7D | -5.3% | -4.8% | -0.5% | -4.0% |
| 30D | -0.5% | -29.6% | +29.1% | +12.3% |
| 3M | -7.1% | -33.9% | +26.8% | +5.7% |
| 6M | +23.8% | -34.4% | +58.3% | +31.5% |
| YTD | -20.7% | +20.6% | -41.3% | -41.6% |
| 1Y | -8.1% | +24.4% | -32.4% | -33.9% |
| 3Y | -21.8% | +189.2% | -211.1% | -73.7% |
| All | -77.0% | +24.3% | -101.3% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling