-26.5%
PLUG vs MSI
+664.3%
-690.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.6% | -10.6% |
| 7D | -23.4% | +3.2% | -26.7% | -24.8% |
| 30D | -23.4% | +17.6% | -41.0% | -30.6% |
| 3M | -51.7% | +14.5% | -66.3% | -55.7% |
| 6M | -72.0% | +34.3% | -106.2% | -76.9% |
| YTD | -43.7% | +39.7% | -83.4% | -55.6% |
| 1Y | -55.4% | +40.2% | -95.6% | -65.0% |
| 3Y | -68.0% | +77.1% | -145.2% | -80.1% |
| 5Y | -97.4% | +124.0% | -221.5% | -98.7% |
| All | -26.5% | +664.3% | -690.8% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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