+247.7%
MTSI vs POET
+130.8%
+116.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.6% |
| 7D | +4.9% | +17.0% | -12.2% | +3.0% |
| 30D | -11.6% | -6.7% | -4.9% | -10.9% |
| 3M | -24.1% | -32.3% | +8.3% | -21.3% |
| 6M | +32.4% | +32.3% | +0.1% | +22.5% |
| YTD | +60.4% | +31.3% | +29.2% | +47.6% |
| 1Y | +111.0% | +55.3% | +55.7% | +88.1% |
| All | +247.7% | +130.8% | +116.9% | +179.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling