-23.9%
PATH vs MRSH
+8.3%
-32.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +0.7% | -1.8% | +2.5% | +1.4% |
| 30D | -1.1% | +16.2% | -17.3% | -6.8% |
| 3M | -14.2% | +9.5% | -23.7% | -17.3% |
| 6M | +30.9% | +27.3% | +3.5% | +20.7% |
| YTD | -20.1% | +13.3% | -33.4% | -24.7% |
| 1Y | -8.1% | +15.0% | -23.1% | -13.7% |
| All | -23.9% | +8.3% | -32.3% | -19.5% |
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