-99.3%
MSTZ vs PEGA
+1.6%
-100.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.3% | +20.0% | +15.9% |
| 7D | +13.4% | -1.6% | +14.9% | +12.3% |
| 30D | +37.5% | -3.0% | +40.5% | +36.1% |
| 3M | -69.9% | +5.8% | -75.7% | -67.0% |
| 6M | -32.0% | -8.8% | -23.1% | -32.2% |
| YTD | -81.2% | -43.5% | -37.7% | -85.2% |
| 1Y | -56.1% | -43.4% | -12.7% | -65.0% |
| All | -99.3% | +1.6% | -100.9% | -98.5% |
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