+40.0%
PATH vs MA
-1.7%
+41.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.5% | -16.2% |
| 7D | -16.3% | -2.7% | -13.6% | -15.5% |
| 30D | +9.9% | +1.5% | +8.4% | +9.2% |
| 3M | +30.2% | +20.4% | +9.7% | +22.7% |
| 6M | +37.2% | +11.1% | +26.1% | +30.7% |
| YTD | -7.3% | +2.0% | -9.3% | -12.6% |
| 1Y | +40.0% | -2.2% | +42.2% | +36.3% |
| All | +40.0% | -1.7% | +41.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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