-79.7%
PATH vs MOH
-22.8%
-56.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.2% | -5.5% | -7.5% |
| 7D | -22.8% | -3.3% | -19.4% | -22.4% |
| 30D | -6.9% | -0.1% | -6.8% | -7.0% |
| 3M | +25.4% | -1.1% | +26.5% | +25.5% |
| 6M | +18.1% | +35.9% | -17.7% | +12.8% |
| YTD | -14.5% | +13.1% | -27.6% | -17.3% |
| 1Y | +18.7% | +11.8% | +6.9% | +14.0% |
| 3Y | -24.2% | -38.7% | +14.6% | -21.0% |
| 5Y | -75.2% | -25.1% | -50.1% | -74.8% |
| All | -79.7% | -22.8% | -56.9% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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