-8.0%
MRSH vs POET
+56.2%
-64.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.5% | -1.2% |
| 7D | -3.6% | +5.6% | -9.2% | -3.4% |
| 30D | -3.0% | -2.1% | -0.9% | -3.0% |
| 3M | +15.8% | -48.8% | +64.7% | +14.8% |
| 6M | +1.6% | +15.8% | -14.2% | +2.2% |
| YTD | +1.7% | +25.1% | -23.4% | +2.4% |
| 1Y | -8.0% | +50.6% | -58.6% | -5.8% |
| All | -8.0% | +56.2% | -64.2% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling