-68.0%
PLUG vs MSFU
+21.3%
-89.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.6% |
| 7D | -23.4% | -2.8% | -20.7% | -22.8% |
| 30D | -23.4% | -5.3% | -18.1% | -22.3% |
| 3M | -51.7% | +7.2% | -59.0% | -52.8% |
| 6M | -72.0% | +51.0% | -123.0% | -75.7% |
| YTD | -43.7% | -1.2% | -42.4% | -45.5% |
| 1Y | -55.4% | -10.3% | -45.1% | -55.7% |
| 3Y | -68.0% | +22.2% | -90.2% | -68.2% |
| All | -68.0% | +21.3% | -89.4% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling