-95.1%
PLUG vs MSFU
+97.0%
-192.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.4% | -0.2% | -5.2% |
| 7D | -4.9% | +1.0% | -6.0% | -5.3% |
| 30D | -27.4% | +0.6% | -28.0% | -27.6% |
| 3M | -35.7% | +16.4% | -52.1% | -39.1% |
| 6M | -59.3% | +53.0% | -112.3% | -65.7% |
| YTD | -31.5% | +3.5% | -35.0% | -35.1% |
| 1Y | -48.9% | -7.8% | -41.0% | -49.6% |
| 3Y | -79.6% | +35.6% | -115.2% | -83.9% |
| All | -95.1% | +97.0% | -192.1% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling