+37.2%
PATH vs MTSI
+10.3%
+26.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.5% | -20.1% | -16.1% |
| 7D | -16.3% | +1.4% | -17.7% | -16.0% |
| 30D | +9.9% | +2.1% | +7.8% | +11.1% |
| 3M | +30.2% | -29.7% | +59.9% | +23.0% |
| 6M | +37.2% | +12.5% | +24.7% | +43.0% |
| All | +37.2% | +10.3% | +26.9% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling