-78.4%
PLUG vs MOS
-26.7%
-51.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.3% | -10.8% | -8.8% |
| 7D | -4.9% | +22.5% | -27.4% | -13.0% |
| 30D | -27.4% | +6.6% | -34.1% | -29.7% |
| 3M | -35.7% | -3.8% | -31.9% | -35.2% |
| 6M | -59.3% | -2.2% | -57.1% | -59.7% |
| YTD | -31.5% | -4.8% | -26.7% | -33.5% |
| 1Y | -48.9% | -11.7% | -37.2% | -48.5% |
| All | -78.4% | -26.7% | -51.7% | -78.0% |
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 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