-42.1%
PLUG vs MAS
+40.8%
-82.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +2.8% |
| 7D | +2.8% | +14.2% | -11.3% | +0.9% |
| 30D | -22.8% | +26.8% | -49.6% | -25.5% |
| 3M | -32.4% | +13.1% | -45.5% | -33.9% |
| 6M | -53.4% | +27.9% | -81.3% | -54.9% |
| YTD | -25.9% | +38.7% | -64.5% | -37.6% |
| 1Y | -42.1% | +40.4% | -82.4% | -52.1% |
| All | -42.1% | +40.8% | -82.8% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling