+1,392.2%
MAS vs PEG
+2,907.1%
-1,514.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.8% | +0.7% | -1.4% | -1.0% |
| 30D | -5.6% | -2.4% | -3.1% | -4.6% |
| 3M | +4.4% | -4.8% | +9.2% | +6.7% |
| 6M | +7.2% | -10.7% | +17.9% | +12.3% |
| YTD | +16.1% | -6.7% | +22.8% | +19.3% |
| 1Y | +0.1% | -6.8% | +6.9% | +2.6% |
| 3Y | +28.3% | +34.5% | -6.2% | +10.9% |
| 5Y | +30.5% | +35.8% | -5.3% | +11.7% |
| 10Y | +139.1% | +141.7% | -2.6% | +57.0% |
| All | +1,392.2% | +2,907.1% | -1,514.9% | +361.7% |
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