+77.1%
MSI vs PEGA
+46.3%
+30.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.1% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | +17.6% | -4.1% | +21.7% | +17.9% |
| 3M | +14.5% | -2.8% | +17.4% | +14.6% |
| 6M | +34.3% | -0.4% | +34.7% | +33.6% |
| YTD | +39.7% | -45.4% | +85.1% | +44.7% |
| 1Y | +40.2% | -42.6% | +82.8% | +44.5% |
| 3Y | +77.1% | +45.4% | +31.7% | +68.0% |
| All | +77.1% | +46.3% | +30.8% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling