-24.5%
MOS vs PEGA
+48.6%
-73.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.4% |
| 7D | +22.5% | -1.6% | +24.1% | +22.6% |
| 30D | +6.6% | -3.0% | +9.6% | +6.7% |
| 3M | -3.8% | +5.8% | -9.6% | -4.3% |
| 6M | -2.2% | -8.8% | +6.6% | -1.9% |
| YTD | -4.8% | -43.5% | +38.7% | -0.6% |
| 1Y | -11.7% | -43.4% | +31.7% | -7.9% |
| All | -24.5% | +48.6% | -73.1% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling