+160.7%
POET vs MSTZ
-99.1%
+259.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.4% | +3.9% |
| 7D | +0.4% | +17.0% | -16.7% | +3.6% |
| 30D | -10.4% | -61.8% | +51.4% | -22.7% |
| 3M | -29.3% | -54.6% | +25.2% | -33.2% |
| 6M | +6.9% | -59.3% | +66.1% | +9.7% |
| YTD | +25.6% | -74.6% | +100.2% | +30.3% |
| 1Y | +49.2% | -18.8% | +68.0% | +84.9% |
| All | +160.7% | -99.1% | +259.8% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling