+619.0%
MAS vs POET
-20.8%
+639.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.3% | +1.6% |
| 7D | -0.8% | +5.6% | -6.4% | -0.9% |
| 30D | -5.6% | -2.1% | -3.5% | -5.6% |
| 3M | +4.4% | -48.8% | +53.3% | +5.9% |
| 6M | +7.2% | +15.8% | -8.6% | +4.9% |
| YTD | +16.1% | +25.1% | -9.0% | +13.2% |
| 1Y | +0.1% | +50.6% | -50.5% | -3.4% |
| 3Y | +28.3% | +107.9% | -79.6% | +19.1% |
| 5Y | +30.5% | -11.0% | +41.5% | +22.2% |
| 10Y | +139.1% | +25.7% | +113.4% | +112.9% |
| All | +619.0% | -20.8% | +639.8% | +529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling