+143.2%
MS vs POET
-4.8%
+147.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.2% |
| 7D | +1.7% | +9.7% | -8.1% | +1.1% |
| 30D | 0.0% | -6.5% | +6.6% | +0.3% |
| 3M | +3.0% | -25.7% | +28.7% | +4.0% |
| 6M | +35.7% | +19.6% | +16.1% | +28.6% |
| YTD | +23.3% | +26.4% | -3.1% | +16.0% |
| 1Y | +44.7% | +50.1% | -5.4% | +33.3% |
| 3Y | +178.0% | +127.9% | +50.1% | +140.9% |
| 5Y | +143.2% | -5.9% | +149.1% | +117.0% |
| All | +143.2% | -4.8% | +147.9% | +117.0% |
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