+724.1%
MS vs PLUG
-98.6%
+822.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.1% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -0.3% | +3.3% | -3.6% | -0.8% |
| 3M | +0.3% | -39.7% | +40.0% | +6.7% |
| 6M | +31.3% | -12.5% | +43.8% | +31.3% |
| YTD | +24.7% | +10.2% | +14.5% | +19.5% |
| 1Y | +47.9% | +50.7% | -2.8% | +31.9% |
| 3Y | +178.3% | -74.5% | +252.8% | +172.0% |
| 5Y | +144.9% | -91.8% | +236.7% | +161.6% |
| 10Y | +804.5% | +43.7% | +760.8% | +411.3% |
| All | +724.1% | -98.6% | +822.7% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling