+23.5%
PATH vs MSTZ
-99.3%
+122.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.6% | -19.2% | -16.4% |
| 7D | -16.3% | -29.7% | +13.4% | -18.3% |
| 30D | +9.9% | -65.3% | +75.2% | +2.0% |
| 3M | +30.2% | -57.3% | +87.5% | +26.0% |
| 6M | +37.2% | -61.6% | +98.9% | +34.0% |
| YTD | -7.3% | -78.3% | +71.0% | -10.6% |
| 1Y | +40.0% | -30.2% | +70.2% | +56.1% |
| All | +23.5% | -99.3% | +122.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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