+222.1%
MAS vs PEGA
+108.7%
+113.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.9% |
| 7D | +4.6% | -1.6% | +6.1% | +5.0% |
| 30D | +19.9% | -3.0% | +22.9% | +20.6% |
| 3M | +8.9% | +5.8% | +3.1% | +7.1% |
| 6M | +20.2% | -8.8% | +29.0% | +21.0% |
| YTD | +33.9% | -43.5% | +77.4% | +48.8% |
| 1Y | +34.7% | -43.4% | +78.1% | +49.2% |
| 3Y | +60.4% | +48.6% | +11.8% | +25.1% |
| 5Y | +43.5% | -43.3% | +86.8% | +43.2% |
| All | +222.1% | +108.7% | +113.3% | +119.1% |
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