-81.2%
PATH vs MO
+145.5%
-226.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.2% |
| 7D | -5.3% | -2.4% | -2.9% | -5.5% |
| 30D | -0.5% | +9.7% | -10.3% | +0.3% |
| 3M | -7.1% | +14.1% | -21.3% | -6.1% |
| 6M | +23.8% | +11.9% | +11.9% | +25.4% |
| YTD | -20.7% | +38.4% | -59.1% | -18.8% |
| 1Y | -8.1% | +41.9% | -50.0% | -5.9% |
| 3Y | -21.8% | +134.5% | -156.3% | -25.8% |
| 5Y | -76.8% | +147.3% | -224.1% | -76.9% |
| All | -81.2% | +145.5% | -226.6% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling