-75.2%
PATH vs MOH
-33.1%
-42.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +2.1% | +0.2% | +1.8% | +2.0% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | -20.4% | +1.8% | -22.3% | -20.7% |
| 6M | +40.1% | +9.1% | +31.0% | +38.2% |
| YTD | -19.0% | +20.7% | -39.8% | -22.5% |
| 1Y | -5.8% | +51.3% | -57.1% | -14.1% |
| 3Y | -22.9% | -42.0% | +19.1% | -16.3% |
| All | -75.2% | -33.1% | -42.1% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling