-94.5%
PLUG vs MSFU
+103.9%
-198.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.0% | +1.7% |
| 7D | +14.5% | +14.6% | -0.1% | +9.6% |
| 30D | -10.7% | +2.1% | -12.8% | -11.4% |
| 3M | -31.2% | +14.7% | -45.9% | -34.5% |
| 6M | -51.9% | +55.7% | -107.6% | -59.6% |
| YTD | -23.9% | +7.1% | -31.0% | -28.7% |
| 1Y | -43.4% | -0.5% | -42.9% | -45.8% |
| 3Y | -74.7% | +35.7% | -110.4% | -79.9% |
| All | -94.5% | +103.9% | -198.4% | -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