-23.3%
MOS vs POET
+130.8%
-154.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +2.5% |
| 7D | +7.1% | +17.0% | -10.0% | +6.5% |
| 30D | +15.0% | -6.7% | +21.8% | +15.2% |
| 3M | +24.1% | -32.3% | +56.4% | +25.3% |
| 6M | +2.7% | +32.3% | -29.6% | -0.6% |
| YTD | +12.2% | +31.3% | -19.1% | +8.3% |
| 1Y | -16.3% | +55.3% | -71.6% | -19.7% |
| 3Y | -23.3% | +136.8% | -160.0% | -22.8% |
| All | -23.3% | +130.8% | -154.1% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling