+1,180.6%
MAS vs PEGA
+1,104.1%
+76.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +14.2% | -2.9% | +17.0% | +14.6% |
| 30D | +26.8% | -0.5% | +27.3% | +26.8% |
| 3M | +13.1% | +8.5% | +4.6% | +11.7% |
| 6M | +27.9% | -6.3% | +34.2% | +28.0% |
| YTD | +38.7% | -42.2% | +80.8% | +46.3% |
| 1Y | +40.4% | -43.4% | +83.8% | +48.3% |
| 3Y | +66.1% | +52.1% | +14.0% | +49.6% |
| 5Y | +47.4% | -42.2% | +89.7% | +46.4% |
| 10Y | +238.3% | +114.6% | +123.7% | +185.0% |
| All | +1,180.6% | +1,104.1% | +76.5% | +587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling