+188.2%
MAGS vs PEG
+35.1%
+153.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +1.7% | +4.5% | -2.8% | +1.0% |
| 30D | -5.8% | +7.5% | -13.3% | -6.9% |
| 3M | +0.2% | +0.8% | -0.6% | +0.1% |
| 6M | -2.7% | 0.0% | -2.7% | -2.9% |
| YTD | +4.1% | -3.0% | +7.1% | +4.2% |
| 1Y | +7.5% | -4.7% | +12.3% | +8.1% |
| 3Y | +122.0% | +36.5% | +85.6% | +120.7% |
| All | +188.2% | +35.1% | +153.1% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling