-6.1%
PATH vs MTSI
+224.7%
-230.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.5% | -20.1% | -17.4% |
| 7D | -16.3% | +1.4% | -17.7% | -16.7% |
| 30D | +9.9% | +2.1% | +7.8% | +8.3% |
| 3M | +30.2% | -29.7% | +59.9% | +39.8% |
| 6M | +37.2% | +12.5% | +24.7% | +20.8% |
| YTD | -7.3% | +57.0% | -64.3% | -31.5% |
| 1Y | +40.0% | +103.9% | -63.9% | -9.7% |
| All | -6.1% | +224.7% | -230.8% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling