+1,034.5%
MTSI vs PLUG
-17.5%
+1,052.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.4% |
| 7D | -10.7% | +2.8% | -13.5% | -10.9% |
| 30D | -29.0% | -22.8% | -6.2% | -27.0% |
| 3M | -14.7% | -32.4% | +17.7% | -11.2% |
| 6M | -20.1% | -53.4% | +33.3% | -13.8% |
| YTD | +36.1% | -25.9% | +62.0% | +38.2% |
| 1Y | +61.7% | -42.1% | +103.8% | +67.7% |
| 3Y | +210.7% | -77.9% | +288.6% | +216.1% |
| 5Y | +212.8% | -96.4% | +309.2% | +266.5% |
| 10Y | +519.2% | +2.8% | +516.4% | +454.8% |
| All | +1,034.5% | -17.5% | +1,052.0% | +1,109.3% |
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