-46.5%
MSTR vs PLUG
-58.9%
+12.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -10.5% | +8.0% | +1.6% |
| 7D | -13.4% | -23.4% | +10.0% | -4.4% |
| 30D | -22.1% | -23.4% | +1.4% | -13.7% |
| 3M | +15.0% | -51.7% | +66.7% | +49.6% |
| 6M | -37.3% | -72.0% | +34.7% | -3.8% |
| YTD | -26.5% | -43.7% | +17.1% | -20.4% |
| 1Y | -46.5% | -55.4% | +8.9% | -34.8% |
| All | -46.5% | -58.9% | +12.4% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling