-75.2%
PATH vs MRSH
+34.9%
-110.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.6% |
| 7D | +2.1% | +1.4% | +0.6% | +1.0% |
| 30D | +1.6% | +16.5% | -14.9% | -9.5% |
| 3M | -20.4% | +10.8% | -31.2% | -26.4% |
| 6M | +40.1% | +32.1% | +8.1% | +14.1% |
| YTD | -19.0% | +14.5% | -33.5% | -27.8% |
| 1Y | -5.8% | +15.5% | -21.3% | -16.8% |
| 3Y | -22.9% | +9.3% | -32.3% | -33.6% |
| All | -75.2% | +34.9% | -110.1% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling