-8.1%
PATH vs MO
+42.5%
-50.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.7% |
| 7D | -5.3% | -2.4% | -2.9% | -6.2% |
| 30D | -0.5% | +9.7% | -10.3% | +3.0% |
| 3M | -7.1% | +14.1% | -21.3% | -2.4% |
| 6M | +23.8% | +11.9% | +11.9% | +32.6% |
| YTD | -20.7% | +38.4% | -59.1% | +6.8% |
| 1Y | -8.1% | +41.9% | -50.0% | +22.9% |
| All | -8.1% | +42.5% | -50.5% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling