-96.5%
PLUG vs MOS
-31.6%
-64.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.3% | -10.8% | -9.0% |
| 7D | -4.9% | +22.5% | -27.4% | -14.3% |
| 30D | -27.4% | +6.6% | -34.1% | -30.3% |
| 3M | -35.7% | -3.8% | -31.9% | -35.5% |
| 6M | -59.3% | -2.2% | -57.1% | -60.0% |
| YTD | -31.5% | -4.8% | -26.7% | -33.6% |
| 1Y | -48.9% | -11.7% | -37.2% | -48.7% |
| 3Y | -79.6% | -26.5% | -53.1% | -78.1% |
| 5Y | -96.5% | -32.2% | -64.3% | -96.6% |
| All | -96.5% | -31.6% | -64.9% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling