+159.0%
MTSI vs PLUG
-96.6%
+255.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.5% | -10.8% | -17.2% |
| 7D | -24.6% | -4.9% | -19.7% | -23.8% |
| 30D | -45.7% | -27.4% | -18.3% | -43.0% |
| 3M | -27.7% | -35.7% | +8.0% | -22.9% |
| 6M | -37.3% | -59.3% | +22.0% | -29.1% |
| YTD | +11.1% | -31.5% | +42.6% | +15.1% |
| 1Y | +27.2% | -48.9% | +76.0% | +36.4% |
| 3Y | +153.7% | -79.6% | +233.3% | +171.2% |
| 5Y | +159.0% | -96.5% | +255.5% | +299.1% |
| All | +159.0% | -96.6% | +255.6% | +299.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling