-79.1%
MOS vs POET
-47.9%
-31.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.8% | +2.2% | -4.3% |
| 7D | -2.6% | +22.3% | -24.9% | -3.3% |
| 30D | +13.5% | -17.6% | +31.0% | +14.0% |
| 3M | -2.9% | -41.3% | +38.4% | -1.4% |
| 6M | -1.0% | -62.1% | +61.1% | +1.2% |
| YTD | -7.2% | -17.7% | +10.5% | -9.4% |
| 1Y | -11.4% | +3.2% | -14.6% | -14.4% |
| 3Y | -29.0% | +294.7% | -323.7% | -37.4% |
| 5Y | -34.0% | -37.2% | +3.2% | -39.0% |
| 10Y | -4.0% | +126.5% | -130.6% | -15.8% |
| All | -79.1% | -47.9% | -31.2% | -82.1% |
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