-2.7%
MAGS vs PEG
-1.1%
-1.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | 0.0% |
| 7D | +1.7% | +4.5% | -2.8% | +2.4% |
| 30D | -5.8% | +7.5% | -13.3% | -4.4% |
| 3M | +0.2% | +0.8% | -0.6% | -0.3% |
| 6M | -2.7% | 0.0% | -2.7% | -4.8% |
| All | -2.7% | -1.1% | -1.6% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling