-6.6%
MOS vs POET
-4.8%
-1.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.0% |
| 7D | +1.7% | +9.7% | -8.1% | +1.2% |
| 30D | +11.7% | -6.5% | +18.2% | +11.9% |
| 3M | +23.2% | -25.7% | +48.9% | +24.3% |
| 6M | -1.6% | +19.6% | -21.2% | -6.0% |
| YTD | +10.8% | +26.4% | -15.5% | +5.1% |
| 1Y | -16.2% | +50.1% | -66.3% | -21.7% |
| 3Y | -24.2% | +127.9% | -152.1% | -33.4% |
| 5Y | -6.6% | -5.9% | -0.8% | -12.5% |
| All | -6.6% | -4.8% | -1.9% | -12.5% |
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