-42.1%
PLUG vs MOS
-16.2%
-25.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.4% | -13.8% | +0.1% |
| 7D | +2.8% | +17.9% | -15.1% | -0.8% |
| 30D | -22.8% | +1.6% | -24.3% | -23.1% |
| 3M | -32.4% | -4.0% | -28.4% | -31.9% |
| 6M | -53.4% | -4.1% | -49.2% | -52.9% |
| YTD | -25.9% | -7.8% | -18.1% | -26.0% |
| 1Y | -42.1% | -15.6% | -26.5% | -41.3% |
| All | -42.1% | -16.2% | -25.9% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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