-80.4%
PATH vs MTSI
+304.6%
-385.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.3% |
| 7D | -4.8% | -10.7% | +5.9% | -0.8% |
| 30D | +2.7% | -29.0% | +31.6% | +15.5% |
| 3M | -4.2% | -14.7% | +10.5% | -3.7% |
| 6M | +24.7% | -20.1% | +44.8% | +20.1% |
| YTD | -17.6% | +36.1% | -53.7% | -46.0% |
| 1Y | -5.3% | +61.7% | -67.1% | -45.5% |
| 3Y | -22.0% | +210.7% | -232.7% | -75.8% |
| 5Y | -76.5% | +212.8% | -289.4% | -93.4% |
| All | -80.4% | +304.6% | -385.0% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling