-5.3%
PATH vs MOD
-33.0%
+27.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.4% | +24.3% | +0.7% |
| 7D | -4.8% | -31.3% | +26.5% | -8.1% |
| 30D | +2.7% | -46.1% | +48.8% | -3.3% |
| 3M | -4.2% | -51.1% | +47.0% | -10.4% |
| 6M | +24.7% | -62.1% | +86.8% | +14.0% |
| YTD | -17.6% | -26.2% | +8.6% | -19.8% |
| 1Y | -5.3% | -32.6% | +27.2% | -6.6% |
| All | -5.3% | -33.0% | +27.6% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling