+50.7%
PLUG vs MOS
-17.5%
+68.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.6% |
| 7D | -0.9% | +9.5% | -10.4% | -2.6% |
| 30D | +3.3% | +10.4% | -7.1% | +1.3% |
| 3M | -39.7% | +12.9% | -52.6% | -41.0% |
| 6M | -12.5% | +1.2% | -13.7% | -13.2% |
| YTD | +10.2% | +9.3% | +0.8% | +7.2% |
| 1Y | +50.7% | -18.0% | +68.7% | +69.0% |
| All | +50.7% | -17.5% | +68.2% | +69.0% |
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