-30.3%
MOS vs POET
+294.6%
-324.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +0.8% |
| 7D | -2.0% | +1.2% | -3.2% | -2.0% |
| 30D | +15.3% | -12.2% | +27.5% | +15.6% |
| 3M | +1.5% | -42.4% | +43.9% | +3.1% |
| 6M | -2.0% | -64.3% | +62.3% | +0.4% |
| YTD | -6.5% | -19.0% | +12.4% | -8.4% |
| 1Y | -11.1% | +9.1% | -20.2% | -13.8% |
| 3Y | -30.3% | +297.7% | -327.9% | -34.8% |
| All | -30.3% | +294.6% | -324.9% | -34.8% |
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