+1,881.4%
MSI vs POET
-20.0%
+1,901.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.6% |
| 7D | -4.0% | +9.7% | -13.7% | -4.1% |
| 30D | -0.5% | -6.5% | +6.1% | -0.4% |
| 3M | +11.4% | -25.7% | +37.1% | +11.7% |
| 6M | +1.0% | +19.6% | -18.6% | -0.7% |
| YTD | +20.7% | +26.4% | -5.7% | +18.4% |
| 1Y | -2.7% | +50.1% | -52.8% | -5.2% |
| 3Y | +68.2% | +127.9% | -59.7% | +59.2% |
| 5Y | +100.0% | -5.9% | +105.8% | +90.6% |
| 10Y | +596.9% | +31.1% | +565.7% | +544.4% |
| All | +1,881.4% | -20.0% | +1,901.4% | +1,880.8% |
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