-81.1%
PATH vs MOD
+483.6%
-564.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -2.4% |
| 7D | -5.6% | -34.2% | +28.6% | +0.9% |
| 30D | -0.7% | -51.9% | +51.2% | +12.0% |
| 3M | -5.9% | -53.0% | +47.2% | +5.9% |
| 6M | +21.6% | -66.4% | +87.9% | +42.5% |
| YTD | -20.6% | -31.5% | +10.9% | -24.2% |
| 1Y | -10.6% | -39.6% | +29.0% | -12.7% |
| 3Y | -24.9% | +116.8% | -141.7% | -54.8% |
| 5Y | -76.8% | +713.8% | -790.6% | -91.6% |
| All | -81.1% | +483.6% | -564.7% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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