-21.8%
PATH vs MSI
+78.6%
-100.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.7% | -4.7% |
| 7D | -5.6% | +5.1% | -10.7% | -6.7% |
| 30D | -0.7% | +13.3% | -14.0% | -3.8% |
| 3M | -5.9% | +18.3% | -24.2% | -9.8% |
| 6M | +21.6% | +18.7% | +2.9% | +16.0% |
| YTD | -20.6% | +36.0% | -56.6% | -27.1% |
| 1Y | -10.6% | +32.6% | -43.2% | -17.2% |
| All | -21.8% | +78.6% | -100.3% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling