+1,807.7%
MSFT vs PLUG
-99.1%
+1,906.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.5% | +4.0% | -3.0% |
| 7D | +1.1% | -4.9% | +6.0% | +1.5% |
| 30D | +1.3% | -27.4% | +28.7% | +3.5% |
| 3M | +10.2% | -35.7% | +45.9% | +13.4% |
| 6M | +30.8% | -59.3% | +90.1% | +38.4% |
| YTD | +11.5% | -31.5% | +43.0% | +12.7% |
| 1Y | +6.5% | -48.9% | +55.4% | +9.5% |
| 3Y | +55.5% | -79.6% | +135.1% | +56.1% |
| 5Y | +66.2% | -96.5% | +162.6% | +83.7% |
| 10Y | +928.0% | -4.9% | +932.9% | +720.6% |
| All | +1,807.7% | -99.1% | +1,906.8% | +1,333.2% |
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