-10.6%
PATH vs MA
+19.4%
-30.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.6% |
| 7D | -5.6% | +3.2% | -8.8% | -6.8% |
| 30D | -0.7% | +15.9% | -16.6% | -7.3% |
| 3M | -5.9% | +15.2% | -21.0% | -11.9% |
| 6M | +21.6% | +32.4% | -10.8% | +7.0% |
| YTD | -20.6% | +15.6% | -36.3% | -29.1% |
| 1Y | -10.6% | +19.3% | -29.9% | -17.1% |
| All | -10.6% | +19.4% | -30.0% | -17.1% |
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