-93.6%
MSTU vs PEGA
-38.4%
-55.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.3% | -3.9% |
| 7D | +12.9% | -6.1% | +19.0% | +18.8% |
| 30D | +68.3% | +6.4% | +62.0% | +63.5% |
| 3M | +0.4% | +2.9% | -2.5% | -1.8% |
| 6M | -41.5% | -23.8% | -17.7% | -27.7% |
| YTD | -61.7% | -41.1% | -20.6% | -51.1% |
| All | -93.6% | -38.4% | -55.2% | -91.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling