+72.2%
MSFU vs PEGA
+105.0%
-32.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -0.9% |
| 7D | -3.2% | -2.4% | -0.8% | -2.3% |
| 30D | -3.1% | +9.6% | -12.8% | -6.3% |
| 3M | +35.3% | +2.3% | +32.9% | +33.4% |
| 6M | +31.6% | -23.9% | +55.5% | +42.4% |
| YTD | -9.5% | -39.8% | +30.2% | +4.9% |
| 1Y | -18.4% | -37.4% | +19.0% | -6.9% |
| 3Y | +26.9% | +53.1% | -26.2% | +7.2% |
| All | +72.2% | +105.0% | -32.8% | +19.9% |
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