+1,788.8%
MSFT vs PLUG
-99.1%
+1,887.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.4% | -8.4% | -1.5% |
| 7D | +1.7% | +5.8% | -4.2% | +1.2% |
| 30D | +0.2% | -18.5% | +18.7% | +1.5% |
| 3M | +6.4% | -30.0% | +36.3% | +8.8% |
| 6M | +28.7% | -56.2% | +84.9% | +35.4% |
| YTD | +10.4% | -26.4% | +36.8% | +10.9% |
| 1Y | +7.6% | -42.2% | +49.9% | +9.7% |
| 3Y | +52.3% | -76.8% | +129.1% | +51.6% |
| 5Y | +64.5% | -96.2% | +160.7% | +80.9% |
| 10Y | +917.8% | +2.1% | +915.7% | +708.2% |
| All | +1,788.8% | -99.1% | +1,887.8% | +1,311.5% |
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