+193.4%
MAGS vs POET
+101.3%
+92.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.8% |
| 7D | +0.6% | +0.4% | +0.3% | +0.6% |
| 30D | +3.2% | -10.4% | +13.6% | +3.7% |
| 3M | +7.7% | -29.3% | +37.0% | +8.9% |
| 6M | +12.5% | +6.9% | +5.6% | +7.9% |
| YTD | +6.0% | +25.6% | -19.6% | +0.3% |
| 1Y | +14.4% | +49.2% | -34.8% | +6.1% |
| 3Y | +127.5% | +128.4% | -0.9% | +101.3% |
| All | +193.4% | +101.3% | +92.1% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 5y: compounded portfolio wealth divided by compounded POET 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…
5y analysis · Full analysis span regression · 6 months rolling