-75.6%
PATH vs MO
+153.7%
-229.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | -1.1% | +8.9% | -10.0% | -0.5% |
| 3M | -14.2% | +23.0% | -37.1% | -12.9% |
| 6M | +30.9% | +15.0% | +15.9% | +32.5% |
| YTD | -20.1% | +41.7% | -61.8% | -18.7% |
| 1Y | -8.1% | +43.3% | -51.4% | -6.5% |
| 3Y | -24.3% | +143.2% | -167.4% | -31.5% |
| 5Y | -75.6% | +154.7% | -230.3% | -74.7% |
| All | -75.6% | +153.7% | -229.4% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling