-81.1%
PATH vs MS
+183.8%
-264.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | +0.4% |
| 7D | -5.6% | -3.4% | -2.2% | -3.4% |
| 30D | -0.7% | -3.9% | +3.2% | +1.8% |
| 3M | -5.9% | -15.9% | +10.0% | +5.5% |
| 6M | +21.6% | -2.5% | +24.1% | +20.1% |
| YTD | -20.6% | +5.1% | -25.7% | -27.0% |
| 1Y | -10.6% | +13.0% | -23.5% | -22.1% |
| 3Y | -24.9% | +160.7% | -185.6% | -68.1% |
| 5Y | -76.8% | +114.0% | -190.9% | -89.0% |
| All | -81.1% | +183.8% | -264.9% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling