-6.1%
PATH vs MSI
+70.3%
-76.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.4% |
| 7D | -16.3% | -3.7% | -12.6% | -15.5% |
| 30D | +9.9% | +6.8% | +3.1% | +7.7% |
| 3M | +30.2% | +14.3% | +15.9% | +25.4% |
| 6M | +37.2% | -1.6% | +38.8% | +36.3% |
| YTD | -7.3% | +22.8% | -30.1% | -13.5% |
| 1Y | +40.0% | -1.1% | +41.1% | +41.6% |
| All | -6.1% | +70.3% | -76.5% | -34.5% |
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