-32.0%
MSTZ vs PEGA
-9.1%
-22.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.3% | +20.0% | +16.1% |
| 7D | +13.4% | -1.6% | +14.9% | +12.4% |
| 30D | +37.5% | -3.0% | +40.5% | +36.7% |
| 3M | -69.9% | +5.8% | -75.7% | -68.0% |
| 6M | -32.0% | -8.8% | -23.1% | -32.9% |
| All | -32.0% | -9.1% | -22.8% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling