-16.0%
PATH vs MRSH
+0.8%
-16.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -16.1% |
| 7D | -16.3% | -3.6% | -12.7% | -15.2% |
| 30D | +9.9% | -3.0% | +12.9% | +11.1% |
| 3M | +30.2% | +15.8% | +14.3% | +24.3% |
| 6M | +37.2% | +1.6% | +35.6% | +35.0% |
| YTD | -7.3% | +1.7% | -9.0% | -8.9% |
| 1Y | +40.0% | -8.0% | +48.0% | +41.6% |
| All | -16.0% | +0.8% | -16.7% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling