+638.7%
MS vs PLUG
-99.1%
+737.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.8% |
| 7D | +2.6% | +2.8% | -0.2% | +2.2% |
| 30D | +2.6% | -22.8% | +25.4% | +6.0% |
| 3M | -10.1% | -32.4% | +22.3% | -5.6% |
| 6M | +4.4% | -53.4% | +57.7% | +14.0% |
| YTD | +11.7% | -25.9% | +37.6% | +12.6% |
| 1Y | +20.9% | -42.1% | +63.0% | +25.3% |
| 3Y | +177.1% | -77.9% | +255.1% | +175.9% |
| 5Y | +127.7% | -96.4% | +224.1% | +173.1% |
| 10Y | +684.1% | +2.8% | +681.2% | +363.1% |
| All | +638.7% | -99.1% | +737.8% | +261.7% |
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