-6.0%
PATH vs MSFU
+97.0%
-103.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.4% | +3.7% | -0.3% |
| 7D | -5.6% | +1.0% | -6.6% | -6.6% |
| 30D | -0.7% | +0.6% | -1.3% | -1.7% |
| 3M | -5.9% | +16.4% | -22.2% | -13.0% |
| 6M | +21.6% | +53.0% | -31.4% | -4.2% |
| YTD | -20.6% | +3.5% | -24.1% | -25.4% |
| 1Y | -10.6% | -7.8% | -2.7% | -11.2% |
| 3Y | -24.9% | +35.6% | -60.5% | -44.7% |
| All | -6.0% | +97.0% | -103.0% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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