-87.2%
MSTU vs POET
-21.9%
-65.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.1% | +14.5% | +12.1% |
| 7D | -4.8% | -16.4% | +11.6% | +2.9% |
| 30D | -29.6% | -37.5% | +8.0% | -13.1% |
| 3M | +69.4% | -43.1% | +112.4% | +116.3% |
| 6M | -62.2% | -31.4% | -30.9% | -59.7% |
| YTD | -61.1% | -22.9% | -38.2% | -74.6% |
| 1Y | -87.2% | -18.0% | -69.2% | -92.2% |
| All | -87.2% | -21.9% | -65.2% | -92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling