+1,581.8%
MSCI vs POET
-16.9%
+1,598.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.9% | -8.7% | -3.9% |
| 7D | -2.1% | +17.0% | -19.1% | -2.5% |
| 30D | -1.7% | -6.7% | +5.0% | -1.6% |
| 3M | -8.2% | -32.3% | +24.1% | -7.7% |
| 6M | -2.4% | +32.3% | -34.8% | -5.1% |
| YTD | -2.8% | +31.3% | -34.1% | -5.6% |
| 1Y | -2.7% | +55.3% | -58.0% | -6.4% |
| 3Y | +7.3% | +136.8% | -129.4% | -1.1% |
| 5Y | -11.4% | -2.2% | -9.2% | -17.5% |
| 10Y | +605.8% | +34.0% | +571.8% | +528.5% |
| All | +1,581.8% | -16.9% | +1,598.7% | +1,602.0% |
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 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