-14.8%
MOS vs PEGA
+1,076.4%
-1,091.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.5% |
| 7D | +22.5% | -1.6% | +24.1% | +22.7% |
| 30D | +6.6% | -3.0% | +9.6% | +6.8% |
| 3M | -3.8% | +5.8% | -9.6% | -4.8% |
| 6M | -2.2% | -8.8% | +6.6% | -2.1% |
| YTD | -4.8% | -43.5% | +38.7% | -0.2% |
| 1Y | -11.7% | -43.4% | +31.7% | -7.5% |
| 3Y | -26.5% | +48.6% | -75.1% | -33.1% |
| 5Y | -32.2% | -43.3% | +11.1% | -33.0% |
| 10Y | +10.2% | +109.7% | -99.5% | -6.2% |
| All | -14.8% | +1,076.4% | -1,091.3% | -50.5% |
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 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