+521.8%
MA vs PLUG
+43.7%
+478.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.3% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +1.5% | +3.3% | -1.8% | +1.2% |
| 3M | +20.4% | -39.7% | +60.2% | +24.0% |
| 6M | +11.1% | -12.5% | +23.6% | +10.9% |
| YTD | +2.0% | +10.2% | -8.2% | -0.5% |
| 1Y | -2.2% | +50.7% | -52.8% | -8.0% |
| 3Y | +41.9% | -74.5% | +116.4% | +41.5% |
| 5Y | +75.4% | -91.8% | +167.1% | +86.0% |
| All | +521.8% | +43.7% | +478.1% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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