-18.8%
PATH vs MOS
-29.0%
+10.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +17.4% | -14.5% | +0.1% |
| 7D | -4.8% | +17.9% | -22.7% | -7.5% |
| 30D | +2.7% | +1.6% | +1.1% | +2.2% |
| 3M | -4.2% | -4.0% | -0.2% | -4.2% |
| 6M | +24.7% | -4.1% | +28.9% | +23.9% |
| YTD | -17.6% | -7.8% | -9.8% | -19.2% |
| 1Y | -5.3% | -15.6% | +10.3% | -4.7% |
| All | -18.8% | -29.0% | +10.3% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling