-75.7%
PATH vs MKSI
+81.2%
-156.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.3% | -20.9% | -18.3% |
| 7D | -16.3% | +1.8% | -18.1% | -17.2% |
| 30D | +9.9% | -16.8% | +26.7% | +17.1% |
| 3M | +30.2% | -21.1% | +51.3% | +34.2% |
| 6M | +37.2% | +10.8% | +26.4% | +15.9% |
| YTD | -7.3% | +63.3% | -70.7% | -38.0% |
| 1Y | +40.0% | +157.0% | -117.0% | -28.7% |
| 3Y | -4.4% | +163.7% | -168.1% | -60.2% |
| All | -75.7% | +81.2% | -156.9% | -86.1% |
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