-10.6%
PATH vs MS
+13.9%
-24.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -1.9% |
| 7D | -5.6% | -3.4% | -2.2% | -4.6% |
| 30D | -0.7% | -3.9% | +3.2% | +0.4% |
| 3M | -5.9% | -15.9% | +10.0% | -1.2% |
| 6M | +21.6% | -2.5% | +24.1% | +18.4% |
| YTD | -20.6% | +5.1% | -25.7% | -26.6% |
| 1Y | -10.6% | +13.0% | -23.5% | -22.7% |
| All | -10.6% | +13.9% | -24.4% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling