-39.2%
MTSI vs POET
-64.4%
+25.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -5.0% |
| 7D | +10.0% | +1.2% | +8.8% | +9.6% |
| 30D | -20.3% | -12.2% | -8.2% | -16.7% |
| 3M | -24.4% | -42.4% | +18.0% | -10.7% |
| 6M | -39.2% | -64.3% | +25.1% | -26.1% |
| All | -39.2% | -64.4% | +25.2% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling