-80.4%
PATH vs MSI
+185.5%
-265.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.2% |
| 7D | -4.8% | +2.8% | -7.6% | -6.3% |
| 30D | +2.7% | +9.1% | -6.5% | -2.4% |
| 3M | -4.2% | +12.5% | -16.7% | -10.7% |
| 6M | +24.7% | +14.2% | +10.5% | +14.6% |
| YTD | -17.6% | +30.7% | -48.3% | -31.3% |
| 1Y | -5.3% | +27.5% | -32.9% | -20.0% |
| 3Y | -22.0% | +71.4% | -93.4% | -51.6% |
| 5Y | -76.5% | +109.6% | -186.2% | -88.9% |
| All | -80.4% | +185.5% | -265.9% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling