-76.8%
PATH vs MSI
+117.4%
-194.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.7% | -6.1% |
| 7D | -5.6% | +5.1% | -10.7% | -8.4% |
| 30D | -0.7% | +13.3% | -14.0% | -8.0% |
| 3M | -5.9% | +18.3% | -24.2% | -15.3% |
| 6M | +21.6% | +18.7% | +2.9% | +8.5% |
| YTD | -20.6% | +36.0% | -56.6% | -36.2% |
| 1Y | -10.6% | +32.6% | -43.2% | -27.0% |
| 3Y | -24.9% | +78.3% | -103.2% | -56.6% |
| 5Y | -76.8% | +121.6% | -198.4% | -90.3% |
| All | -76.8% | +117.4% | -194.2% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling