+545.7%
MS vs PEG
+163.1%
+382.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +0.8% | +2.6% | -1.8% | -0.5% |
| 30D | -0.7% | +3.3% | -4.0% | -2.4% |
| 3M | -12.4% | +1.1% | -13.4% | -13.0% |
| 6M | -1.7% | -1.4% | -0.3% | -1.6% |
| YTD | +8.0% | -4.6% | +12.6% | +9.3% |
| 1Y | +16.2% | -7.2% | +23.4% | +19.3% |
| 3Y | +171.3% | +33.7% | +137.6% | +125.2% |
| 5Y | +124.8% | +40.8% | +83.9% | +78.7% |
| All | +545.7% | +163.1% | +382.6% | +340.8% |
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