-95.0%
PLUG vs MSFU
+95.0%
-190.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.3% | -4.3% | -7.3% |
| 7D | -2.8% | +4.0% | -6.9% | -4.1% |
| 30D | -18.5% | -2.3% | -16.1% | -17.8% |
| 3M | -35.1% | +7.1% | -42.2% | -36.8% |
| 6M | -56.1% | +48.9% | -105.0% | -62.5% |
| YTD | -30.5% | +2.4% | -32.9% | -33.9% |
| 1Y | -46.5% | -8.1% | -38.4% | -47.2% |
| 3Y | -61.2% | +25.2% | -86.4% | -67.8% |
| All | -95.0% | +95.0% | -190.0% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling