-78.0%
PATH vs MOS
-9.0%
-68.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.4% | -18.0% | -16.9% |
| 7D | -16.3% | +9.5% | -25.8% | -17.9% |
| 30D | +9.9% | +10.4% | -0.5% | +7.5% |
| 3M | +30.2% | +12.9% | +17.3% | +26.1% |
| 6M | +37.2% | +1.2% | +36.0% | +34.5% |
| YTD | -7.3% | +9.3% | -16.6% | -11.2% |
| 1Y | +40.0% | -18.0% | +58.0% | +43.3% |
| 3Y | -4.4% | -29.0% | +24.6% | -1.8% |
| 5Y | -76.0% | -9.6% | -66.4% | -77.6% |
| All | -78.0% | -9.0% | -68.9% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling