+662.2%
MSI vs PEGA
+94.9%
+567.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | +2.6% | -4.6% | +7.1% | +3.4% |
| 30D | +18.1% | -6.8% | +24.9% | +19.4% |
| 3M | +13.2% | +2.6% | +10.6% | +12.2% |
| 6M | +36.3% | -5.4% | +41.6% | +36.0% |
| YTD | +39.5% | -46.0% | +85.6% | +53.0% |
| 1Y | +36.9% | -45.6% | +82.5% | +49.6% |
| 3Y | +76.1% | +43.2% | +32.9% | +46.3% |
| 5Y | +123.7% | -45.3% | +169.0% | +137.4% |
| All | +662.2% | +94.9% | +567.3% | +451.2% |
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