-99.3%
MSTZ vs PEGA
-1.9%
-97.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | -2.0% |
| 7D | -1.2% | -4.5% | +3.3% | -4.5% |
| 30D | +22.2% | -5.7% | +27.9% | +18.2% |
| 3M | -70.4% | +2.6% | -73.0% | -68.3% |
| 6M | -31.0% | -10.6% | -20.4% | -32.2% |
| YTD | -81.0% | -45.5% | -35.6% | -85.5% |
| 1Y | -61.2% | -44.8% | -16.4% | -69.7% |
| All | -99.3% | -1.9% | -97.4% | -98.6% |
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