+569.6%
MA vs PLUG
-2.2%
+571.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -1.8% | -6.8% | +5.1% | -1.4% |
| 30D | +11.0% | -16.0% | +27.1% | +12.1% |
| 3M | +17.9% | -38.7% | +56.6% | +21.2% |
| 6M | +33.2% | -61.4% | +94.5% | +40.4% |
| YTD | +16.5% | -31.0% | +47.4% | +16.8% |
| 1Y | +19.1% | -46.2% | +65.3% | +21.2% |
| 3Y | +70.6% | -61.5% | +132.0% | +63.3% |
| 5Y | +92.1% | -96.9% | +189.0% | +119.3% |
| 10Y | +569.6% | -7.5% | +577.1% | +446.7% |
| All | +569.6% | -2.2% | +571.7% | +446.7% |
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