-80.4%
PATH vs MOS
-23.3%
-57.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +17.4% | -14.5% | -0.4% |
| 7D | -4.8% | +17.9% | -22.7% | -7.9% |
| 30D | +2.7% | +1.6% | +1.1% | +2.0% |
| 3M | -4.2% | -4.0% | -0.2% | -4.2% |
| 6M | +24.7% | -4.1% | +28.9% | +23.8% |
| YTD | -17.6% | -7.8% | -9.8% | -18.7% |
| 1Y | -5.3% | -15.6% | +10.3% | -4.7% |
| 3Y | -22.0% | -28.9% | +6.9% | -20.3% |
| 5Y | -76.5% | -36.8% | -39.7% | -76.1% |
| All | -80.4% | -23.3% | -57.1% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling