-6.3%
MOS vs PEGA
+97.3%
-103.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +15.3% | -4.1% | +19.4% | +15.9% |
| 3M | +1.5% | -2.8% | +4.3% | +1.5% |
| 6M | -2.0% | -0.4% | -1.5% | -3.5% |
| YTD | -6.5% | -45.4% | +38.9% | +2.3% |
| 1Y | -11.1% | -42.6% | +31.6% | -3.8% |
| 3Y | -30.3% | +45.4% | -75.7% | -43.6% |
| 5Y | -33.5% | -44.6% | +11.1% | -30.6% |
| All | -6.3% | +97.3% | -103.7% | -41.7% |
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