+18.7%
PATH vs MRSH
-9.1%
+27.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.0% | -6.4% |
| 7D | -22.8% | -3.8% | -19.0% | -21.2% |
| 30D | -6.9% | -5.8% | -1.1% | -4.2% |
| 3M | +25.4% | +11.7% | +13.7% | +20.5% |
| 6M | +18.1% | -0.3% | +18.5% | +15.9% |
| YTD | -14.5% | -1.1% | -13.4% | -15.5% |
| 1Y | +18.7% | -9.5% | +28.2% | +25.7% |
| All | +18.7% | -9.1% | +27.9% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling