+915.1%
MSFT vs PLUG
-25.0%
+940.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +1.0% |
| 7D | -1.3% | -23.4% | +22.2% | +0.8% |
| 30D | -1.8% | -23.4% | +21.6% | +0.1% |
| 3M | +5.6% | -51.7% | +57.4% | +11.6% |
| 6M | +29.8% | -72.0% | +101.8% | +42.4% |
| YTD | +9.0% | -43.7% | +52.7% | +11.8% |
| 1Y | +4.9% | -55.4% | +60.4% | +9.3% |
| 3Y | +46.2% | -68.0% | +114.2% | +41.9% |
| 5Y | +62.1% | -97.4% | +159.5% | +92.3% |
| All | +915.1% | -25.0% | +940.1% | +732.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling