-74.6%
PLUG vs MAGS
+128.5%
-203.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +4.0% |
| 7D | -0.9% | +0.5% | -1.4% | -1.4% |
| 30D | +3.3% | +1.5% | +1.8% | +2.1% |
| 3M | -39.7% | +0.5% | -40.2% | -40.0% |
| 6M | -12.5% | +11.6% | -24.1% | -19.7% |
| YTD | +10.2% | +5.3% | +4.9% | +5.8% |
| 1Y | +50.7% | +14.9% | +35.8% | +36.3% |
| All | -74.6% | +128.5% | -203.1% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling