+215.9%
MAS vs PEG
+148.6%
+67.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.6% |
| 7D | +2.0% | -2.3% | +4.2% | +3.1% |
| 30D | +19.4% | +1.2% | +18.2% | +18.8% |
| 3M | +9.4% | -2.4% | +11.8% | +10.6% |
| 6M | +15.3% | -6.9% | +22.2% | +19.2% |
| YTD | +31.3% | -7.2% | +38.5% | +35.6% |
| 1Y | +34.9% | -8.9% | +43.7% | +40.4% |
| 3Y | +58.6% | +27.1% | +31.5% | +37.0% |
| 5Y | +40.7% | +33.8% | +6.9% | +17.3% |
| All | +215.9% | +148.6% | +67.2% | +102.3% |
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