-98.6%
PLUG vs MOS
+181.2%
-279.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.3% |
| 7D | -0.9% | +9.5% | -10.4% | -4.7% |
| 30D | +3.3% | +10.4% | -7.1% | -1.3% |
| 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% | +2.6% |
| 1Y | +50.7% | -18.0% | +68.7% | +57.0% |
| 3Y | -74.5% | -29.0% | -45.5% | -72.1% |
| 5Y | -91.8% | -9.6% | -82.2% | -92.2% |
| 10Y | +43.7% | +6.1% | +37.6% | +12.6% |
| All | -98.6% | +181.2% | -279.9% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling