+193.4%
MAGS vs PEG
+28.9%
+164.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +3.2% | -3.7% | +6.9% | +3.9% |
| 3M | +7.7% | -7.3% | +14.9% | +8.9% |
| 6M | +12.5% | -10.5% | +22.9% | +14.5% |
| YTD | +6.0% | -7.5% | +13.5% | +6.9% |
| 1Y | +14.4% | -8.7% | +23.1% | +15.7% |
| 3Y | +127.5% | +31.4% | +96.2% | +128.4% |
| All | +193.4% | +28.9% | +164.5% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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