+73.1%
MA vs PLUG
-91.8%
+164.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | +20.4% | -39.7% | +60.2% | +23.3% |
| 6M | +11.1% | -12.5% | +23.6% | +10.9% |
| YTD | +2.0% | +10.2% | -8.2% | -0.1% |
| 1Y | -2.2% | +50.7% | -52.8% | -7.1% |
| 3Y | +41.9% | -74.5% | +116.4% | +46.3% |
| All | +73.1% | -91.8% | +164.9% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling