+7.1%
PLUG vs MAS
+219.8%
-212.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.4% | -4.1% | -5.1% |
| 7D | -4.9% | +4.6% | -9.5% | -8.1% |
| 30D | -27.4% | +19.9% | -47.3% | -36.7% |
| 3M | -35.7% | +8.9% | -44.6% | -40.0% |
| 6M | -59.3% | +20.2% | -79.5% | -65.8% |
| YTD | -31.5% | +33.9% | -65.4% | -48.9% |
| 1Y | -48.9% | +34.7% | -83.5% | -62.0% |
| 3Y | -79.6% | +60.4% | -140.0% | -86.7% |
| 5Y | -96.5% | +43.5% | -139.9% | -97.5% |
| All | +7.1% | +219.8% | -212.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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