-30.2%
MSTZ vs PEGA
-30.0%
-0.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +1.9% |
| 7D | -29.7% | +3.3% | -33.0% | -27.7% |
| 30D | -65.3% | +17.7% | -83.0% | -59.9% |
| 3M | -57.3% | +5.8% | -63.1% | -53.9% |
| 6M | -61.6% | -20.3% | -41.4% | -66.3% |
| YTD | -78.3% | -37.1% | -41.1% | -78.7% |
| 1Y | -30.2% | -30.2% | 0.0% | -27.4% |
| All | -30.2% | -30.0% | -0.2% | -27.4% |
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 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