-75.3%
MOS vs POET
-20.8%
-54.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.6% | +1.1% |
| 7D | +9.5% | +5.6% | +3.9% | +9.3% |
| 30D | +10.4% | -2.1% | +12.5% | +10.4% |
| 3M | +12.9% | -48.8% | +61.7% | +15.0% |
| 6M | +1.2% | +15.8% | -14.5% | -1.8% |
| YTD | +9.3% | +25.1% | -15.8% | +5.4% |
| 1Y | -18.0% | +50.6% | -68.5% | -21.9% |
| 3Y | -29.0% | +107.9% | -136.9% | -36.1% |
| 5Y | -9.6% | -11.0% | +1.4% | -17.4% |
| 10Y | +6.1% | +25.7% | -19.7% | -7.4% |
| All | -75.3% | -20.8% | -54.5% | -79.2% |
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