-74.6%
PLUG vs MOS
-29.5%
-45.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.2% |
| 7D | -0.9% | +9.5% | -10.4% | -4.8% |
| 30D | +3.3% | +10.4% | -7.1% | -1.4% |
| 3M | -39.7% | +12.9% | -52.6% | -43.6% |
| 6M | -12.5% | +1.2% | -13.7% | -15.5% |
| YTD | +10.2% | +9.3% | +0.8% | +1.2% |
| 1Y | +50.7% | -18.0% | +68.7% | +60.5% |
| All | -74.6% | -29.5% | -45.2% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling