-75.7%
PATH vs MOD
+1,486.5%
-1,562.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.3% | -20.9% | -17.5% |
| 7D | -16.3% | +9.6% | -25.9% | -18.0% |
| 30D | +9.9% | 0.0% | +9.9% | +9.5% |
| 3M | +30.2% | -35.4% | +65.5% | +39.8% |
| 6M | +37.2% | -7.3% | +44.5% | +32.2% |
| YTD | -7.3% | +45.8% | -53.1% | -22.6% |
| 1Y | +40.0% | +43.1% | -3.1% | +15.7% |
| 3Y | -4.4% | +297.7% | -302.1% | -50.9% |
| All | -75.7% | +1,486.5% | -1,562.2% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling