-76.5%
PATH vs MS
+122.3%
-198.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | -0.3% |
| 7D | -4.8% | +2.6% | -7.4% | -6.7% |
| 30D | +2.7% | +2.6% | +0.1% | +0.4% |
| 3M | -4.2% | -10.1% | +5.9% | +3.1% |
| 6M | +24.7% | +4.4% | +20.4% | +16.8% |
| YTD | -17.6% | +11.7% | -29.3% | -28.2% |
| 1Y | -5.3% | +20.9% | -26.3% | -22.8% |
| 3Y | -22.0% | +177.1% | -199.1% | -71.9% |
| 5Y | -76.5% | +127.7% | -204.3% | -90.2% |
| All | -76.5% | +122.3% | -198.8% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling