-88.4%
MSTU vs POET
+142.8%
-231.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.0% | -1.8% | -5.0% |
| 7D | -22.0% | +3.7% | -25.7% | -23.3% |
| 30D | +60.3% | -11.5% | +71.8% | +66.8% |
| 3M | -3.7% | -30.8% | +27.1% | +8.9% |
| 6M | -45.2% | +8.6% | -53.8% | -58.7% |
| YTD | -64.3% | +20.1% | -84.4% | -74.0% |
| 1Y | -94.0% | +35.7% | -129.7% | -96.0% |
| All | -88.4% | +142.8% | -231.2% | -93.2% |
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 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