+23.8%
PATH vs MOH
+8.5%
+15.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.7% |
| 7D | -5.3% | +2.1% | -7.4% | -5.7% |
| 30D | -0.5% | +7.3% | -7.8% | -1.9% |
| 3M | -7.1% | +8.9% | -16.1% | -8.4% |
| 6M | +23.8% | +5.8% | +18.0% | +26.3% |
| All | +23.8% | +8.5% | +15.3% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling