-89.3%
MSTU vs PEGA
-47.0%
-42.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | -27.7% | -8.6% | -19.1% | -21.9% |
| 30D | -40.3% | -10.1% | -30.2% | -34.6% |
| 3M | +26.4% | -4.7% | +31.1% | +33.6% |
| 6M | -75.7% | -8.0% | -67.8% | -73.7% |
| YTD | -71.9% | -47.1% | -24.7% | -56.2% |
| 1Y | -89.3% | -47.5% | -41.8% | -83.2% |
| All | -89.3% | -47.0% | -42.2% | -83.2% |
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 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