-10.9%
MSCI vs POET
-11.6%
+0.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -1.1% |
| 7D | -4.7% | +3.7% | -8.4% | -4.8% |
| 30D | -2.2% | -11.5% | +9.4% | -2.0% |
| 3M | -9.7% | -30.8% | +21.1% | -9.1% |
| 6M | +0.3% | +8.6% | -8.3% | -2.5% |
| YTD | -3.5% | +20.1% | -23.6% | -6.7% |
| 1Y | -1.4% | +35.7% | -37.1% | -5.7% |
| 3Y | +6.6% | +116.5% | -110.0% | -1.4% |
| 5Y | -10.9% | -8.4% | -2.5% | -16.9% |
| All | -10.9% | -11.6% | +0.7% | -16.9% |
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 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