-76.8%
PATH vs MSCI
+4.3%
-81.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -1.5% |
| 7D | -5.6% | +6.0% | -11.6% | -10.0% |
| 30D | -0.7% | +18.2% | -18.9% | -13.4% |
| 3M | -5.9% | +15.1% | -21.0% | -16.1% |
| 6M | +21.6% | +13.7% | +7.9% | +8.7% |
| YTD | -20.6% | +15.6% | -36.2% | -30.7% |
| 1Y | -10.6% | +16.3% | -26.9% | -22.7% |
| 3Y | -24.9% | +36.9% | -61.8% | -49.1% |
| 5Y | -76.8% | +6.3% | -83.1% | -82.7% |
| All | -76.8% | +4.3% | -81.2% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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