+23.5%
PATH vs MSTU
-85.2%
+108.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.2% | -13.5% | -16.3% |
| 7D | -16.3% | +21.3% | -37.6% | -18.3% |
| 30D | +9.9% | +90.8% | -80.9% | +2.1% |
| 3M | +30.2% | -6.8% | +36.9% | +27.0% |
| 6M | +37.2% | -39.8% | +77.0% | +36.4% |
| YTD | -7.3% | -55.7% | +48.4% | -8.3% |
| 1Y | +40.0% | -92.7% | +132.7% | +63.0% |
| All | +23.5% | -85.2% | +108.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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