+1,060.4%
MSI vs PEGA
+1,036.4%
+24.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +4.7% | -4.5% | +9.2% | +5.2% |
| 30D | +14.8% | -5.7% | +20.4% | +15.4% |
| 3M | +8.8% | +2.7% | +6.2% | +8.1% |
| 6M | +19.3% | -10.5% | +29.8% | +20.1% |
| YTD | +35.3% | -45.4% | +80.8% | +43.7% |
| 1Y | +33.8% | -44.7% | +78.5% | +41.6% |
| 3Y | +74.4% | +45.7% | +28.8% | +58.5% |
| 5Y | +120.5% | -45.3% | +165.8% | +119.8% |
| 10Y | +685.2% | +102.6% | +582.6% | +562.3% |
| All | +1,060.4% | +1,036.4% | +24.0% | +470.6% |
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