-2.2%
MOS vs PEGA
+1,209.2%
-1,211.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +9.5% | +3.3% | +6.2% | +9.1% |
| 30D | +10.4% | +17.7% | -7.3% | +8.3% |
| 3M | +12.9% | +5.8% | +7.1% | +11.5% |
| 6M | +1.2% | -20.3% | +21.5% | +2.9% |
| YTD | +9.3% | -37.1% | +46.5% | +13.5% |
| 1Y | -18.0% | -30.2% | +12.2% | -16.1% |
| 3Y | -29.0% | +48.1% | -77.1% | -35.3% |
| 5Y | -9.6% | -46.8% | +37.2% | -9.8% |
| 10Y | +6.1% | +191.3% | -185.3% | -12.8% |
| All | -2.2% | +1,209.2% | -1,211.5% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling