-90.3%
MSTU vs PEGA
-5.7%
-84.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.9% | -1.2% | -1.9% |
| 7D | -9.3% | -10.0% | +0.7% | -1.0% |
| 30D | -38.3% | -12.7% | -25.6% | -30.9% |
| 3M | +24.0% | -4.6% | +28.6% | +30.7% |
| 6M | -72.1% | -13.1% | -59.0% | -69.0% |
| YTD | -70.2% | -47.6% | -22.6% | -50.7% |
| 1Y | -89.6% | -47.0% | -42.6% | -82.9% |
| All | -90.3% | -5.7% | -84.6% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling