+5.8%
PATH vs MSTZ
-99.4%
+105.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +17.7% | -21.4% | -2.0% |
| 7D | -5.6% | +13.4% | -18.9% | -4.1% |
| 30D | -0.7% | +37.5% | -38.2% | +3.6% |
| 3M | -5.9% | -69.9% | +64.1% | -11.7% |
| 6M | +21.6% | -32.0% | +53.6% | +26.6% |
| YTD | -20.6% | -81.2% | +60.6% | -22.5% |
| 1Y | -10.6% | -56.1% | +45.5% | -3.6% |
| All | +5.8% | -99.4% | +105.1% | -8.5% |
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