-41.2%
PLUG vs MSTZ
-99.2%
+58.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +12.8% | -22.0% | -7.0% |
| 7D | -8.5% | +25.6% | -34.1% | -4.5% |
| 30D | -20.8% | +50.6% | -71.4% | -12.8% |
| 3M | -46.1% | -64.5% | +18.4% | -50.8% |
| 6M | -65.3% | -14.0% | -51.3% | -60.9% |
| YTD | -37.3% | -76.4% | +39.1% | -36.2% |
| 1Y | -54.8% | -56.2% | +1.5% | -47.5% |
| All | -41.2% | -99.2% | +58.0% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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