+7.6%
MOS vs PEGA
+101.4%
-93.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.8% |
| 7D | +21.6% | -4.5% | +26.1% | +22.6% |
| 30D | +12.0% | -5.7% | +17.6% | +12.8% |
| 3M | -3.9% | +2.6% | -6.5% | -4.9% |
| 6M | -3.3% | -10.6% | +7.3% | -2.8% |
| YTD | -4.6% | -45.5% | +40.8% | +4.4% |
| 1Y | -7.0% | -44.8% | +37.8% | +1.4% |
| 3Y | -24.4% | +45.5% | -70.0% | -38.8% |
| 5Y | -32.1% | -45.3% | +13.2% | -28.8% |
| All | +7.6% | +101.4% | -93.8% | -23.5% |
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