+880.0%
MRSH vs POET
-20.5%
+900.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | -4.8% | +0.4% | -5.1% | -4.8% |
| 30D | -6.3% | -10.4% | +4.0% | -6.2% |
| 3M | +5.8% | -29.3% | +35.1% | +6.1% |
| 6M | +2.8% | +6.9% | -4.1% | +1.5% |
| YTD | -3.1% | +25.6% | -28.7% | -4.7% |
| 1Y | -11.3% | +49.2% | -60.4% | -13.2% |
| 3Y | -5.0% | +128.4% | -133.4% | -9.4% |
| 5Y | +19.2% | -4.2% | +23.4% | +14.4% |
| 10Y | +217.4% | +30.3% | +187.1% | +196.1% |
| All | +880.0% | -20.5% | +900.5% | +828.9% |
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