+188.2%
MAGS vs PEGA
+40.1%
+148.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -5.8% | -4.1% | -1.6% | -5.3% |
| 3M | +0.2% | -2.8% | +3.1% | +0.3% |
| 6M | -2.7% | -0.4% | -2.2% | -3.6% |
| YTD | +4.1% | -45.4% | +49.5% | +13.8% |
| 1Y | +7.5% | -42.6% | +50.1% | +16.3% |
| 3Y | +122.0% | +45.4% | +76.6% | +98.5% |
| All | +188.2% | +40.1% | +148.1% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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