-31.0%
PLUG vs MSTU
-89.5%
+58.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.6% |
| 7D | +5.8% | -4.3% | +10.1% | +6.5% |
| 30D | -18.5% | -34.6% | +16.0% | -13.3% |
| 3M | -30.0% | +39.0% | -69.0% | -37.5% |
| 6M | -56.2% | -70.5% | +14.3% | -50.9% |
| YTD | -26.4% | -68.6% | +42.2% | -24.1% |
| 1Y | -42.2% | -88.6% | +46.4% | -29.9% |
| All | -31.0% | -89.5% | +58.6% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling