+20.2%
MAS vs PEG
-8.2%
+28.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.3% | -3.3% |
| 7D | +4.6% | -0.7% | +5.3% | +5.1% |
| 30D | +19.9% | +1.9% | +18.0% | +18.4% |
| 3M | +8.9% | -2.3% | +11.2% | +11.1% |
| 6M | +20.2% | -6.7% | +26.8% | +26.4% |
| All | +20.2% | -8.2% | +28.4% | +26.4% |
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