-98.6%
PLUG vs MAS
+401.9%
-500.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.1% | +1.9% |
| 7D | -0.9% | -0.8% | -0.2% | -0.5% |
| 30D | +3.3% | -5.6% | +8.9% | +6.5% |
| 3M | -39.7% | +4.4% | -44.2% | -41.9% |
| 6M | -12.5% | +7.2% | -19.7% | -17.7% |
| YTD | +10.2% | +16.1% | -6.0% | -2.0% |
| 1Y | +50.7% | +0.1% | +50.6% | +44.4% |
| 3Y | -74.5% | +28.3% | -102.8% | -78.1% |
| 5Y | -91.8% | +30.5% | -122.2% | -92.8% |
| 10Y | +43.7% | +139.1% | -95.4% | -7.2% |
| All | -98.6% | +401.9% | -500.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling