-81.2%
PATH vs MRSH
+74.7%
-155.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | 0.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | -3.7% | +16.3% | -20.0% | -13.0% |
| 3M | -13.8% | +7.3% | -21.0% | -17.7% |
| 6M | +20.3% | +26.6% | -6.3% | +3.3% |
| YTD | -20.8% | +12.6% | -33.4% | -27.6% |
| 1Y | -9.2% | +16.0% | -25.2% | -18.8% |
| 3Y | -21.8% | +8.8% | -30.5% | -30.5% |
| 5Y | -77.4% | +34.3% | -111.7% | -84.4% |
| All | -81.2% | +74.7% | -155.8% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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