-58.6%
MSTZ vs PEGA
-47.6%
-11.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +1.6% |
| 7D | +4.3% | -10.0% | +14.3% | -4.0% |
| 30D | +30.2% | -12.7% | +42.8% | +18.2% |
| 3M | -66.9% | -4.6% | -62.3% | -66.5% |
| 6M | -26.3% | -13.1% | -13.3% | -30.6% |
| YTD | -80.1% | -47.6% | -32.5% | -83.9% |
| All | -58.6% | -47.6% | -11.1% | -66.0% |
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