-81.4%
PATH vs MO
+146.2%
-227.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.1% |
| 7D | -2.3% | -0.8% | -1.5% | -2.3% |
| 30D | -4.8% | +6.5% | -11.3% | -4.3% |
| 3M | -17.7% | +18.3% | -36.0% | -16.5% |
| 6M | +18.9% | +15.6% | +3.3% | +20.7% |
| YTD | -21.7% | +38.8% | -60.5% | -19.9% |
| 1Y | -9.6% | +41.6% | -51.3% | -7.5% |
| 3Y | -25.8% | +138.2% | -164.1% | -29.7% |
| 5Y | -77.1% | +150.5% | -227.6% | -77.1% |
| All | -81.4% | +146.2% | -227.6% | -80.3% |
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