+96.0%
MA vs PLUG
-96.4%
+192.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -3.0% | +0.3% |
| 7D | -0.3% | +14.5% | -14.9% | -1.1% |
| 30D | +11.3% | -10.7% | +22.0% | +11.8% |
| 3M | +16.7% | -31.2% | +47.9% | +18.6% |
| 6M | +32.8% | -51.9% | +84.7% | +36.9% |
| YTD | +15.6% | -23.9% | +39.5% | +15.2% |
| 1Y | +19.6% | -43.4% | +63.0% | +21.0% |
| 3Y | +72.1% | -74.7% | +146.8% | +72.6% |
| 5Y | +96.0% | -96.3% | +192.4% | +149.6% |
| All | +96.0% | -96.4% | +192.4% | +149.6% |
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 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