-81.2%
PATH vs MOH
-17.8%
-63.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.4% |
| 7D | -5.3% | +2.1% | -7.4% | -5.6% |
| 30D | -0.5% | +7.3% | -7.8% | -1.5% |
| 3M | -7.1% | +8.9% | -16.1% | -8.3% |
| 6M | +23.8% | +5.8% | +18.0% | +22.6% |
| YTD | -20.7% | +20.4% | -41.1% | -23.9% |
| 1Y | -8.1% | +42.1% | -50.1% | -14.7% |
| 3Y | -21.8% | -40.0% | +18.2% | -16.8% |
| 5Y | -76.8% | -31.3% | -45.5% | -76.8% |
| All | -81.2% | -17.8% | -63.4% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling