-20.1%
MTSI vs PLUG
-52.8%
+32.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.6% |
| 7D | -10.7% | +2.8% | -13.5% | -11.8% |
| 30D | -29.0% | -22.8% | -6.2% | -20.8% |
| 3M | -14.7% | -32.4% | +17.7% | +0.2% |
| 6M | -20.1% | -53.4% | +33.3% | +4.2% |
| All | -20.1% | -52.8% | +32.7% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling