-29.7%
MTSI vs POET
-45.0%
+15.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.6% | -0.5% |
| 7D | +1.4% | +5.6% | -4.2% | -1.5% |
| 30D | +2.1% | -2.1% | +4.2% | +3.5% |
| 3M | -29.7% | -48.8% | +19.1% | -10.7% |
| All | -29.7% | -45.0% | +15.3% | -10.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling