-85.1%
PLUG vs MAGS
+180.2%
-265.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +6.6% |
| 7D | +5.8% | -1.4% | +7.2% | +7.4% |
| 30D | -18.5% | -8.4% | -10.2% | -12.3% |
| 3M | -30.0% | -1.5% | -28.4% | -28.8% |
| 6M | -56.2% | -1.4% | -54.8% | -55.5% |
| YTD | -26.4% | +2.4% | -28.8% | -27.4% |
| 1Y | -42.2% | +3.5% | -45.8% | -43.6% |
| 3Y | -76.8% | +125.3% | -202.1% | -85.8% |
| All | -85.1% | +180.2% | -265.4% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling