-32.8%
MOS vs PEGA
-45.3%
+12.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.4% |
| 7D | +21.6% | -4.5% | +26.1% | +22.0% |
| 30D | +12.0% | -5.7% | +17.6% | +12.3% |
| 3M | -3.9% | +2.6% | -6.5% | -4.3% |
| 6M | -3.3% | -10.6% | +7.3% | -3.0% |
| YTD | -4.6% | -45.5% | +40.8% | 0.0% |
| 1Y | -7.0% | -44.8% | +37.8% | -2.7% |
| 3Y | -24.4% | +45.5% | -70.0% | -31.3% |
| All | -32.8% | -45.3% | +12.5% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling