-80.4%
PATH vs MSCI
+52.0%
-132.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | -1.3% |
| 7D | -4.8% | +11.5% | -16.3% | -12.7% |
| 30D | +2.7% | +22.1% | -19.4% | -12.3% |
| 3M | -4.2% | +18.4% | -22.6% | -16.2% |
| 6M | +24.7% | +16.6% | +8.1% | +9.7% |
| YTD | -17.6% | +18.8% | -36.4% | -29.3% |
| 1Y | -5.3% | +19.0% | -24.3% | -19.2% |
| 3Y | -22.0% | +40.7% | -62.7% | -47.2% |
| 5Y | -76.5% | +7.9% | -84.4% | -82.3% |
| All | -80.4% | +52.0% | -132.5% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling