-99.1%
PLUG vs MOS
+137.2%
-236.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.4% | -13.8% | -3.7% |
| 7D | +2.8% | +17.9% | -15.1% | -4.8% |
| 30D | -22.8% | +1.6% | -24.3% | -24.0% |
| 3M | -32.4% | -4.0% | -28.4% | -32.2% |
| 6M | -53.4% | -4.1% | -49.2% | -53.7% |
| YTD | -25.9% | -7.8% | -18.1% | -26.6% |
| 1Y | -42.1% | -15.6% | -26.5% | -40.7% |
| 3Y | -77.9% | -28.9% | -49.1% | -76.1% |
| 5Y | -96.4% | -36.8% | -59.6% | -96.0% |
| 10Y | +2.8% | +6.7% | -3.9% | -19.9% |
| All | -99.1% | +137.2% | -236.3% | -99.6% |
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 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