+553.1%
MA vs PLUG
+6.6%
+546.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.9% | -1.0% |
| 7D | +2.3% | +5.8% | -3.5% | +1.9% |
| 30D | +14.7% | -18.5% | +33.2% | +16.0% |
| 3M | +13.5% | -30.0% | +43.4% | +15.7% |
| 6M | +33.1% | -56.2% | +89.3% | +39.1% |
| YTD | +15.1% | -26.4% | +41.5% | +15.0% |
| 1Y | +18.7% | -42.2% | +61.0% | +20.3% |
| 3Y | +72.1% | -76.8% | +148.9% | +71.2% |
| 5Y | +92.8% | -96.2% | +189.0% | +116.8% |
| All | +553.1% | +6.6% | +546.5% | +430.9% |
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