+50.6%
POET vs MSTZ
-29.5%
+80.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.6% | +5.4% | +8.8% |
| 7D | +5.6% | -29.7% | +35.3% | -2.6% |
| 30D | -2.1% | -65.3% | +63.2% | -25.1% |
| 3M | -48.8% | -57.3% | +8.5% | -52.4% |
| 6M | +15.8% | -61.6% | +77.4% | +21.7% |
| YTD | +25.1% | -78.3% | +103.4% | +30.6% |
| 1Y | +50.6% | -30.2% | +80.8% | +78.1% |
| All | +50.6% | -29.5% | +80.0% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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