-6.1%
PATH vs MOH
-35.5%
+29.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.6% |
| 7D | -16.3% | +0.4% | -16.7% | -16.3% |
| 30D | +9.9% | +2.9% | +7.0% | +9.6% |
| 3M | +30.2% | +4.1% | +26.0% | +29.9% |
| 6M | +37.2% | +33.8% | +3.4% | +34.3% |
| YTD | -7.3% | +15.7% | -23.0% | -8.8% |
| 1Y | +40.0% | +17.5% | +22.5% | +36.1% |
| All | -6.1% | -35.5% | +29.4% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling