-92.0%
MSTU vs PEGA
-2.9%
-89.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.1% | -15.0% | -14.6% |
| 7D | -23.0% | -4.6% | -18.4% | -20.3% |
| 30D | -47.7% | -6.8% | -40.9% | -44.6% |
| 3M | +12.5% | +2.6% | +9.9% | +11.8% |
| 6M | -76.1% | -5.4% | -70.7% | -75.2% |
| YTD | -75.5% | -46.0% | -29.5% | -60.5% |
| 1Y | -90.1% | -45.6% | -44.5% | -84.0% |
| All | -92.0% | -2.9% | -89.1% | -93.9% |
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