+752.9%
MS vs POET
-20.8%
+773.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.0% | -7.8% | -0.1% |
| 7D | +1.4% | +5.6% | -4.2% | +1.1% |
| 30D | -0.3% | -2.1% | +1.8% | -0.3% |
| 3M | +0.3% | -48.8% | +49.1% | +2.4% |
| 6M | +31.3% | +15.8% | +15.5% | +27.0% |
| YTD | +24.7% | +25.1% | -0.5% | +19.9% |
| 1Y | +47.9% | +50.6% | -2.7% | +40.1% |
| 3Y | +178.3% | +107.9% | +70.5% | +149.4% |
| 5Y | +144.9% | -11.0% | +155.9% | +122.5% |
| 10Y | +804.5% | +25.7% | +778.8% | +673.9% |
| All | +752.9% | -20.8% | +773.7% | +742.7% |
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