+15.1%
PLUG vs MOS
+8.6%
+6.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +5.8% | +21.6% | -15.7% | -3.9% |
| 30D | -18.5% | +12.0% | -30.5% | -23.4% |
| 3M | -30.0% | -3.9% | -26.1% | -29.8% |
| 6M | -56.2% | -3.3% | -52.9% | -56.7% |
| YTD | -26.4% | -4.6% | -21.7% | -28.4% |
| 1Y | -42.2% | -7.0% | -35.3% | -43.5% |
| 3Y | -76.8% | -24.4% | -52.4% | -75.6% |
| 5Y | -96.2% | -32.1% | -64.1% | -95.9% |
| All | +15.1% | +8.6% | +6.4% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling