+468.8%
MTSI vs PLUG
-25.0%
+493.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -10.5% | +4.9% | -3.9% |
| 7D | +10.0% | -23.4% | +33.4% | +14.7% |
| 30D | -20.3% | -23.4% | +3.1% | -16.7% |
| 3M | -24.4% | -51.7% | +27.3% | -15.2% |
| 6M | -39.2% | -72.0% | +32.8% | -26.1% |
| YTD | +35.5% | -43.7% | +79.1% | +44.7% |
| 1Y | +43.0% | -55.4% | +98.5% | +57.6% |
| 3Y | +196.3% | -68.0% | +264.3% | +189.3% |
| 5Y | +210.0% | -97.4% | +307.5% | +336.1% |
| All | +468.8% | -25.0% | +493.8% | +409.7% |
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