-99.2%
MSTZ vs PEGA
+13.1%
-112.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +1.9% |
| 7D | -29.7% | +3.3% | -33.0% | -27.5% |
| 30D | -65.3% | +17.7% | -83.0% | -59.2% |
| 3M | -57.3% | +5.8% | -63.1% | -53.3% |
| 6M | -61.6% | -20.3% | -41.4% | -66.1% |
| YTD | -78.3% | -37.1% | -41.1% | -81.7% |
| 1Y | -30.2% | -30.2% | 0.0% | -35.1% |
| All | -99.2% | +13.1% | -112.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling