-86.8%
MSTU vs PEGA
+8.3%
-95.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.2% | -4.5% | -5.3% |
| 7D | +16.1% | -2.4% | +18.5% | +18.9% |
| 30D | +68.7% | +9.6% | +59.0% | +58.8% |
| 3M | -11.0% | +2.3% | -13.3% | -13.7% |
| 6M | -33.4% | -23.9% | -9.5% | -18.2% |
| YTD | -59.5% | -39.8% | -19.7% | -40.1% |
| 1Y | -93.4% | -37.4% | -55.9% | -90.6% |
| All | -86.8% | +8.3% | -95.2% | -90.8% |
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