-22.9%
PATH vs MO
+145.0%
-167.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.5% |
| 7D | +2.1% | +3.3% | -1.2% | +2.8% |
| 30D | +1.6% | +7.5% | -5.9% | +3.3% |
| 3M | -20.4% | +22.8% | -43.2% | -16.6% |
| 6M | +40.1% | +13.4% | +26.8% | +45.0% |
| YTD | -19.0% | +43.0% | -62.0% | -11.3% |
| 1Y | -5.8% | +45.2% | -51.1% | +3.3% |
| 3Y | -22.9% | +145.5% | -168.5% | -45.0% |
| All | -22.9% | +145.0% | -167.9% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling