-47.1%
PLUG vs MSTZ
-99.2%
+52.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +4.9% | -15.4% | -9.6% |
| 7D | -23.4% | +30.8% | -54.2% | -19.4% |
| 30D | -23.4% | +41.2% | -64.6% | -16.7% |
| 3M | -51.7% | -60.9% | +9.2% | -55.2% |
| 6M | -72.0% | -15.7% | -56.3% | -68.5% |
| YTD | -43.7% | -75.2% | +31.6% | -42.1% |
| 1Y | -55.4% | -59.8% | +4.4% | -49.0% |
| All | -47.1% | -99.2% | +52.0% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling