-81.2%
PATH vs MRSH
+75.0%
-156.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.3% |
| 7D | -5.3% | +2.1% | -7.4% | -6.6% |
| 30D | -0.5% | +17.9% | -18.5% | -10.9% |
| 3M | -7.1% | +6.6% | -13.7% | -11.1% |
| 6M | +23.8% | +26.4% | -2.6% | +6.4% |
| YTD | -20.7% | +12.8% | -33.5% | -27.5% |
| 1Y | -8.1% | +18.5% | -26.6% | -18.9% |
| 3Y | -21.8% | +10.9% | -32.7% | -31.8% |
| 5Y | -76.8% | +37.5% | -114.3% | -83.8% |
| All | -81.2% | +75.0% | -156.2% | -80.7% |
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 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