-78.0%
PATH vs MS
+236.6%
-314.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.8% |
| 7D | -16.3% | +1.4% | -17.7% | -17.2% |
| 30D | +9.9% | -0.3% | +10.2% | +9.9% |
| 3M | +30.2% | +0.3% | +29.9% | +28.2% |
| 6M | +37.2% | +31.3% | +5.9% | +9.3% |
| YTD | -7.3% | +24.7% | -32.0% | -23.9% |
| 1Y | +40.0% | +47.9% | -7.9% | +0.9% |
| 3Y | -4.4% | +178.3% | -182.7% | -60.5% |
| 5Y | -76.0% | +144.9% | -220.9% | -89.9% |
| All | -78.0% | +236.6% | -314.6% | -89.3% |
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