+195.6%
MSTR vs PLUG
-98.6%
+294.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.8% |
| 7D | +12.2% | -0.9% | +13.1% | +12.3% |
| 30D | +45.2% | +3.3% | +41.8% | +44.6% |
| 3M | +10.4% | -39.7% | +50.1% | +19.3% |
| 6M | -2.5% | -12.5% | +10.0% | -1.7% |
| YTD | -6.0% | +10.2% | -16.2% | -8.9% |
| 1Y | -56.4% | +50.7% | -107.1% | -60.6% |
| 3Y | +306.3% | -74.5% | +380.8% | +320.1% |
| 5Y | +100.5% | -91.8% | +192.3% | +145.0% |
| 10Y | +741.1% | +43.7% | +697.4% | +548.6% |
| All | +195.6% | -98.6% | +294.2% | +80.9% |
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