-22.9%
PATH vs MOH
-41.8%
+18.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +2.1% | +0.2% | +1.8% | +2.1% |
| 30D | +1.6% | +0.1% | +1.5% | +1.6% |
| 3M | -20.4% | +1.8% | -22.3% | -20.6% |
| 6M | +40.1% | +9.1% | +31.0% | +39.3% |
| YTD | -19.0% | +20.7% | -39.8% | -20.5% |
| 1Y | -5.8% | +51.3% | -57.1% | -10.4% |
| 3Y | -22.9% | -42.0% | +19.1% | -15.8% |
| All | -22.9% | -41.8% | +18.9% | -15.8% |
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