+0.6%
MOS vs PEGA
+94.5%
-93.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.5% | -8.6% | +14.1% | +7.1% |
| 30D | +21.0% | -10.1% | +31.0% | +23.0% |
| 3M | -0.5% | -4.7% | +4.3% | -0.2% |
| 6M | +6.6% | -8.0% | +14.6% | +6.5% |
| YTD | -2.8% | -47.1% | +44.4% | +7.1% |
| 1Y | -8.1% | -47.5% | +39.4% | +1.2% |
| 3Y | -25.6% | +40.2% | -65.8% | -39.4% |
| 5Y | -29.8% | -45.7% | +16.0% | -26.6% |
| 10Y | +0.6% | +85.1% | -84.5% | -36.2% |
| All | +0.6% | +94.5% | -93.9% | -36.2% |
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