-80.8%
PATH vs MO
+153.6%
-234.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.4% |
| 7D | +2.1% | +3.3% | -1.2% | +2.3% |
| 30D | +1.6% | +7.5% | -5.9% | +2.3% |
| 3M | -20.4% | +22.8% | -43.2% | -19.1% |
| 6M | +40.1% | +13.4% | +26.8% | +42.0% |
| YTD | -19.0% | +43.0% | -62.0% | -16.9% |
| 1Y | -5.8% | +45.2% | -51.1% | -3.4% |
| 3Y | -22.9% | +145.5% | -168.5% | -26.7% |
| 5Y | -75.3% | +157.1% | -232.3% | -75.3% |
| All | -80.8% | +153.6% | -234.4% | -79.6% |
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