-81.2%
PATH vs MSI
+195.5%
-276.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -5.3% | +4.7% | -10.0% | -7.8% |
| 30D | -0.5% | +14.8% | -15.3% | -8.2% |
| 3M | -7.1% | +8.8% | -16.0% | -11.7% |
| 6M | +23.8% | +19.3% | +4.5% | +10.8% |
| YTD | -20.7% | +35.3% | -56.0% | -35.3% |
| 1Y | -8.1% | +33.8% | -41.8% | -24.6% |
| 3Y | -21.8% | +74.4% | -96.3% | -51.8% |
| 5Y | -76.8% | +120.5% | -197.4% | -89.3% |
| All | -81.2% | +195.5% | -276.7% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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