-99.2%
MSTZ vs PEGA
-2.9%
-96.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.1% | +10.7% | +14.4% |
| 7D | +25.6% | -4.6% | +30.1% | +20.9% |
| 30D | +50.6% | -6.8% | +57.4% | +44.2% |
| 3M | -64.5% | +2.6% | -67.1% | -62.1% |
| 6M | -14.0% | -5.4% | -8.6% | -11.2% |
| YTD | -76.4% | -46.0% | -30.3% | -82.1% |
| 1Y | -56.2% | -45.6% | -10.6% | -66.3% |
| All | -99.2% | -2.9% | -96.2% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling