+60.7%
MAS vs PEG
+33.3%
+27.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -1.8% | +1.5% | -3.3% | -2.3% |
| 30D | +23.6% | +5.0% | +18.6% | +21.6% |
| 3M | +12.4% | -0.3% | +12.8% | +12.4% |
| 6M | +21.9% | -2.7% | +24.5% | +22.9% |
| YTD | +36.1% | -5.1% | +41.2% | +38.1% |
| 1Y | +39.5% | -8.3% | +47.7% | +42.7% |
| All | +60.7% | +33.3% | +27.4% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling