-99.2%
MSTZ vs PEGA
-4.5%
-94.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +8.6% |
| 7D | +21.1% | -8.2% | +29.3% | +13.6% |
| 30D | +40.1% | -11.6% | +51.6% | +29.0% |
| 3M | -66.1% | -4.2% | -61.9% | -65.5% |
| 6M | -20.7% | -12.0% | -8.8% | -22.9% |
| YTD | -78.6% | -46.9% | -31.7% | -83.9% |
| 1Y | -55.5% | -47.0% | -8.5% | -66.3% |
| All | -99.2% | -4.5% | -94.8% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling