+651.4%
MS vs POET
-48.7%
+700.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | +5.1% | +1.2% | +3.9% | +5.0% |
| 30D | +5.7% | -12.2% | +17.8% | +6.0% |
| 3M | -12.2% | -42.4% | +30.3% | -10.5% |
| 6M | -0.5% | -64.3% | +63.8% | +2.3% |
| YTD | +9.8% | -19.0% | +28.8% | +7.2% |
| 1Y | +17.7% | +9.1% | +8.6% | +13.3% |
| 3Y | +176.8% | +297.7% | -120.8% | +143.5% |
| 5Y | +123.7% | -38.2% | +161.9% | +106.1% |
| 10Y | +556.3% | +123.0% | +433.3% | +456.9% |
| All | +651.4% | -48.7% | +700.1% | +653.6% |
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