+145.1%
MS vs PLUG
-91.8%
+236.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -0.3% | +3.3% | -3.6% | -0.6% |
| 3M | +0.3% | -39.7% | +40.0% | +4.5% |
| 6M | +31.3% | -12.5% | +43.8% | +31.3% |
| YTD | +24.7% | +10.2% | +14.5% | +21.2% |
| 1Y | +47.9% | +50.7% | -2.8% | +37.1% |
| 3Y | +178.3% | -74.5% | +252.8% | +187.0% |
| All | +145.1% | -91.8% | +236.9% | +175.4% |
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