-92.7%
MSTU vs POET
+56.2%
-148.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.0% | -11.2% | -6.0% |
| 7D | +21.3% | +5.6% | +15.7% | +18.9% |
| 30D | +90.8% | -2.1% | +92.9% | +91.5% |
| 3M | -6.8% | -48.8% | +42.1% | +16.3% |
| 6M | -39.8% | +15.8% | -55.6% | -57.7% |
| YTD | -55.7% | +25.1% | -80.8% | -70.5% |
| 1Y | -92.7% | +50.6% | -143.2% | -94.6% |
| All | -92.7% | +56.2% | -148.9% | -94.6% |
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 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