+526.8%
MSTR vs PLUG
+9.2%
+517.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.0% | +5.4% | -1.4% |
| 7D | -10.7% | -3.2% | -7.5% | -10.1% |
| 30D | -21.6% | -18.7% | -2.8% | -17.5% |
| 3M | +24.4% | -35.3% | +59.7% | +38.0% |
| 6M | -35.5% | -56.2% | +20.8% | -22.4% |
| YTD | -20.3% | -30.7% | +10.4% | -15.8% |
| 1Y | -49.3% | -46.7% | -2.6% | -43.2% |
| 3Y | +137.8% | -61.3% | +199.1% | +132.3% |
| 5Y | +48.3% | -96.6% | +144.9% | +135.4% |
| 10Y | +526.8% | +1.1% | +525.7% | +695.2% |
| All | +526.8% | +9.2% | +517.6% | +695.2% |
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 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