-76.8%
PLUG vs MAGS
+186.6%
-263.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.7% | +4.6% |
| 7D | +8.1% | +1.2% | +6.9% | +7.0% |
| 30D | +3.7% | -0.1% | +3.8% | +3.7% |
| 3M | -29.2% | +3.8% | -33.0% | -31.5% |
| 6M | +6.1% | +13.2% | -7.1% | -4.0% |
| YTD | +14.7% | +4.7% | +10.0% | +10.6% |
| 1Y | +56.9% | +14.4% | +42.6% | +42.2% |
| 3Y | -71.6% | +128.6% | -200.2% | -82.6% |
| All | -76.8% | +186.6% | -263.5% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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