+40.4%
MAS vs PEG
-6.2%
+46.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.4% |
| 7D | +14.2% | +1.0% | +13.1% | +13.6% |
| 30D | +26.8% | +6.6% | +20.2% | +23.0% |
| 3M | +13.1% | -3.1% | +16.3% | +14.7% |
| 6M | +27.9% | -7.4% | +35.3% | +32.0% |
| YTD | +38.7% | -6.4% | +45.1% | +41.6% |
| 1Y | +40.4% | -7.4% | +47.8% | +43.2% |
| All | +40.4% | -6.2% | +46.6% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling