-10.6%
PATH vs MTSI
+31.6%
-42.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -18.4% | +14.6% | -5.3% |
| 7D | -5.6% | -24.6% | +19.0% | -8.0% |
| 30D | -0.7% | -45.7% | +45.0% | -6.9% |
| 3M | -5.9% | -27.7% | +21.9% | -7.5% |
| 6M | +21.6% | -37.3% | +58.9% | +16.6% |
| YTD | -20.6% | +11.1% | -31.8% | -28.2% |
| 1Y | -10.6% | +27.2% | -37.8% | -20.2% |
| All | -10.6% | +31.6% | -42.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling