-99.1%
PLUG vs MAS
+499.3%
-598.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +0.6% |
| 7D | +2.8% | +14.2% | -11.3% | -4.3% |
| 30D | -22.8% | +26.8% | -49.6% | -32.0% |
| 3M | -32.4% | +13.1% | -45.5% | -37.0% |
| 6M | -53.4% | +27.9% | -81.3% | -59.9% |
| YTD | -25.9% | +38.7% | -64.5% | -40.2% |
| 1Y | -42.1% | +40.4% | -82.4% | -53.5% |
| 3Y | -77.9% | +66.1% | -144.0% | -83.5% |
| 5Y | -96.4% | +47.4% | -143.8% | -97.0% |
| 10Y | +2.8% | +238.3% | -235.5% | -44.1% |
| All | -99.1% | +499.3% | -598.4% | -99.7% |
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