-78.0%
PATH vs MNST
+78.5%
-156.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.3% |
| 7D | -16.3% | -6.5% | -9.8% | -13.4% |
| 30D | +9.9% | -7.2% | +17.1% | +13.7% |
| 3M | +30.2% | -1.0% | +31.2% | +29.7% |
| 6M | +37.2% | +11.5% | +25.7% | +26.6% |
| YTD | -7.3% | +14.3% | -21.6% | -16.6% |
| 1Y | +40.0% | +38.1% | +1.9% | +9.5% |
| 3Y | -4.4% | +55.0% | -59.4% | -33.2% |
| 5Y | -76.0% | +79.6% | -155.7% | -86.8% |
| All | -78.0% | +78.5% | -156.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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