-85.6%
MSTU vs PEGA
+13.1%
-98.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.4% |
| 7D | +21.3% | +3.3% | +18.0% | +18.6% |
| 30D | +90.8% | +17.7% | +73.1% | +69.7% |
| 3M | -6.8% | +5.8% | -12.6% | -11.8% |
| 6M | -39.8% | -20.3% | -19.6% | -29.0% |
| YTD | -55.7% | -37.1% | -18.5% | -36.7% |
| 1Y | -92.7% | -30.2% | -62.5% | -90.6% |
| All | -85.6% | +13.1% | -98.6% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling