-93.8%
MSTU vs POET
+40.7%
-134.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +1.9% |
| 7D | -16.6% | +0.4% | -17.0% | -16.8% |
| 30D | +69.7% | -10.4% | +80.1% | +75.8% |
| 3M | -7.5% | -29.3% | +21.9% | +3.6% |
| 6M | -43.1% | +6.9% | -50.0% | -58.5% |
| YTD | -63.0% | +25.6% | -88.6% | -75.6% |
| 1Y | -93.8% | +49.2% | -142.9% | -95.4% |
| All | -93.8% | +40.7% | -134.5% | -95.4% |
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