-76.8%
PATH vs MA
+97.3%
-174.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -1.6% |
| 7D | -5.6% | +3.2% | -8.8% | -8.2% |
| 30D | -0.7% | +15.9% | -16.6% | -12.9% |
| 3M | -5.9% | +15.2% | -21.0% | -17.2% |
| 6M | +21.6% | +32.4% | -10.8% | -5.2% |
| YTD | -20.6% | +15.6% | -36.3% | -30.7% |
| 1Y | -10.6% | +19.3% | -29.9% | -24.7% |
| 3Y | -24.9% | +73.0% | -97.9% | -58.8% |
| 5Y | -76.8% | +93.7% | -170.6% | -88.6% |
| All | -76.8% | +97.3% | -174.2% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling