+20.2%
MRSH vs POET
-6.5%
+26.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.2% |
| 7D | -4.8% | +0.4% | -5.1% | -4.7% |
| 30D | -6.3% | -10.4% | +4.0% | -6.4% |
| 3M | +5.8% | -29.3% | +35.1% | +5.8% |
| 6M | +2.8% | +6.9% | -4.1% | +2.1% |
| YTD | -3.1% | +25.6% | -28.7% | -3.9% |
| 1Y | -11.3% | +49.2% | -60.4% | -12.3% |
| 3Y | -5.0% | +128.4% | -133.4% | -6.2% |
| All | +20.2% | -6.5% | +26.7% | +18.5% |
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