+952.9%
MSI vs PEGA
+1,209.2%
-256.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.7% | +3.3% | -7.0% | -4.1% |
| 30D | +6.8% | +17.7% | -10.9% | +4.6% |
| 3M | +14.3% | +5.8% | +8.5% | +13.0% |
| 6M | -1.6% | -20.3% | +18.7% | +0.4% |
| YTD | +22.8% | -37.1% | +59.9% | +28.3% |
| 1Y | -1.1% | -30.2% | +29.1% | +1.7% |
| 3Y | +70.5% | +48.1% | +22.4% | +54.7% |
| 5Y | +102.8% | -46.8% | +149.6% | +103.2% |
| 10Y | +597.4% | +191.3% | +406.1% | +463.8% |
| All | +952.9% | +1,209.2% | -256.3% | +409.6% |
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