-34.8%
PLUG vs MSTU
-90.8%
+56.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.3% | -1.4% | -7.4% |
| 7D | -2.8% | -21.7% | +18.9% | +1.1% |
| 30D | -18.5% | -42.8% | +24.3% | -11.2% |
| 3M | -35.1% | +21.4% | -56.5% | -40.7% |
| 6M | -56.1% | -74.1% | +18.0% | -49.6% |
| YTD | -30.5% | -72.4% | +41.9% | -26.7% |
| 1Y | -46.5% | -90.1% | +43.6% | -33.6% |
| All | -34.8% | -90.8% | +56.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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