+922.9%
MSFT vs PLUG
+9.2%
+913.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.0% | +6.8% | -1.5% |
| 7D | +2.3% | -3.2% | +5.5% | +2.6% |
| 30D | -0.4% | -18.7% | +18.4% | +1.2% |
| 3M | +5.6% | -35.3% | +40.9% | +9.0% |
| 6M | +29.0% | -56.2% | +85.2% | +36.5% |
| YTD | +10.9% | -30.7% | +41.7% | +12.0% |
| 1Y | +6.2% | -46.7% | +52.9% | +9.1% |
| 3Y | +47.6% | -61.3% | +108.9% | +41.3% |
| 5Y | +67.9% | -96.6% | +164.5% | +94.7% |
| 10Y | +922.9% | +1.1% | +921.8% | +729.1% |
| All | +922.9% | +9.2% | +913.7% | +729.1% |
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