+140.2%
MAS vs PEGA
+191.4%
-51.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.0% |
| 7D | -0.8% | +3.3% | -4.0% | -1.5% |
| 30D | -5.6% | +17.7% | -23.3% | -9.1% |
| 3M | +4.4% | +5.8% | -1.3% | +2.1% |
| 6M | +7.2% | -20.3% | +27.5% | +11.0% |
| YTD | +16.1% | -37.1% | +53.3% | +26.1% |
| 1Y | +0.1% | -30.2% | +30.3% | +5.0% |
| 3Y | +28.3% | +48.1% | -19.8% | +1.7% |
| 5Y | +30.5% | -46.8% | +77.3% | +34.7% |
| All | +140.2% | +191.4% | -51.3% | +42.3% |
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