+1,682.0%
MAS vs PEG
+2,914.7%
-1,232.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.4% |
| 7D | +14.2% | +1.0% | +13.1% | +13.7% |
| 30D | +26.8% | +6.6% | +20.2% | +23.5% |
| 3M | +13.1% | -3.1% | +16.3% | +14.6% |
| 6M | +27.9% | -7.4% | +35.3% | +32.1% |
| YTD | +38.7% | -6.4% | +45.1% | +42.3% |
| 1Y | +40.4% | -7.4% | +47.8% | +44.6% |
| 3Y | +66.1% | +27.0% | +39.1% | +47.2% |
| 5Y | +47.4% | +36.0% | +11.4% | +26.3% |
| 10Y | +238.3% | +152.3% | +86.1% | +118.4% |
| All | +1,682.0% | +2,914.7% | -1,232.7% | +450.7% |
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