+172.5%
POET vs MSTZ
-99.2%
+271.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.2% | -3.3% | +6.5% |
| 7D | +17.0% | -25.4% | +42.4% | +12.1% |
| 30D | -6.7% | -60.9% | +54.1% | -19.2% |
| 3M | -32.3% | -54.2% | +21.8% | -35.6% |
| 6M | +32.3% | -65.0% | +97.3% | +32.2% |
| YTD | +31.3% | -76.5% | +107.8% | +33.9% |
| 1Y | +55.3% | -23.4% | +78.7% | +89.8% |
| All | +172.5% | -99.2% | +271.7% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling