+972.4%
MAS vs PEGA
+1,209.2%
-236.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +1.9% |
| 7D | -0.8% | +3.3% | -4.0% | -1.2% |
| 30D | -5.6% | +17.7% | -23.3% | -7.6% |
| 3M | +4.4% | +5.8% | -1.3% | +3.1% |
| 6M | +7.2% | -20.3% | +27.5% | +9.2% |
| YTD | +16.1% | -37.1% | +53.3% | +21.3% |
| 1Y | +0.1% | -30.2% | +30.3% | +2.8% |
| 3Y | +28.3% | +48.1% | -19.8% | +16.1% |
| 5Y | +30.5% | -46.8% | +77.3% | +30.9% |
| 10Y | +139.1% | +191.3% | -52.2% | +94.4% |
| All | +972.4% | +1,209.2% | -236.9% | +469.8% |
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