+70.7%
MSFU vs POET
+116.8%
-46.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.7% |
| 7D | -2.3% | +9.7% | -12.1% | -3.0% |
| 30D | -6.3% | -6.5% | +0.3% | -6.0% |
| 3M | +40.0% | -25.7% | +65.7% | +41.3% |
| 6M | +30.1% | +19.6% | +10.5% | +22.4% |
| YTD | -10.3% | +26.4% | -36.7% | -16.4% |
| 1Y | -19.0% | +50.1% | -69.1% | -26.3% |
| 3Y | +25.8% | +127.9% | -102.1% | +9.0% |
| All | +70.7% | +116.8% | -46.1% | +49.6% |
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