-78.0%
PATH vs MRSH
+57.8%
-135.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -15.7% |
| 7D | -16.3% | -3.6% | -12.7% | -14.2% |
| 30D | +9.9% | -3.0% | +12.9% | +12.0% |
| 3M | +30.2% | +15.8% | +14.3% | +18.5% |
| 6M | +37.2% | +1.6% | +35.6% | +35.4% |
| YTD | -7.3% | +1.7% | -9.0% | -9.3% |
| 1Y | +40.0% | -8.0% | +48.0% | +46.2% |
| 3Y | -4.4% | -0.3% | -4.1% | -10.4% |
| 5Y | -76.0% | +25.9% | -101.9% | -82.0% |
| All | -78.0% | +57.8% | -135.8% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling