-87.3%
PLUG vs MAGS
+185.8%
-273.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -8.1% | +3.0% | -11.2% | -10.2% |
| 30D | -20.5% | -7.3% | -13.2% | -15.1% |
| 3M | -45.9% | +1.7% | -47.5% | -46.3% |
| 6M | -65.2% | -0.4% | -64.8% | -64.9% |
| YTD | -37.1% | +4.4% | -41.5% | -38.9% |
| 1Y | -54.6% | +5.1% | -59.6% | -56.1% |
| 3Y | -64.9% | +122.6% | -187.5% | -78.2% |
| All | -87.3% | +185.8% | -273.1% | -93.7% |
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