+1,090.8%
MSI vs PEGA
+991.9%
+98.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.1% |
| 7D | +8.3% | -10.0% | +18.3% | +9.7% |
| 30D | +18.9% | -12.7% | +31.5% | +20.7% |
| 3M | +13.2% | -4.6% | +17.8% | +13.5% |
| 6M | +38.3% | -13.1% | +51.4% | +39.6% |
| YTD | +38.9% | -47.6% | +86.4% | +48.1% |
| 1Y | +36.7% | -47.0% | +83.7% | +45.5% |
| 3Y | +76.6% | +42.0% | +34.5% | +60.9% |
| 5Y | +124.5% | -47.8% | +172.3% | +125.1% |
| 10Y | +674.5% | +92.0% | +582.5% | +557.4% |
| All | +1,090.8% | +991.9% | +98.9% | +488.2% |
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 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