-94.7%
PLUG vs MSFU
+93.3%
-188.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.3% | +8.0% |
| 7D | +5.8% | +2.5% | +3.4% | +4.9% |
| 30D | -18.5% | -1.3% | -17.2% | -18.3% |
| 3M | -30.0% | +8.6% | -38.6% | -32.2% |
| 6M | -56.2% | +48.4% | -104.6% | -62.7% |
| YTD | -26.4% | +1.6% | -28.0% | -30.0% |
| 1Y | -42.2% | -5.8% | -36.5% | -43.7% |
| 3Y | -76.8% | +30.9% | -107.8% | -81.5% |
| All | -94.7% | +93.3% | -188.1% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling