-74.6%
PLUG vs MAS
+29.0%
-103.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.1% | +1.7% |
| 7D | -0.9% | -0.8% | -0.2% | -0.4% |
| 30D | +3.3% | -5.6% | +8.9% | +7.1% |
| 3M | -39.7% | +4.4% | -44.2% | -42.7% |
| 6M | -12.5% | +7.2% | -19.7% | -20.2% |
| YTD | +10.2% | +16.1% | -6.0% | -9.5% |
| 1Y | +50.7% | +0.1% | +50.6% | +41.0% |
| All | -74.6% | +29.0% | -103.7% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling