+451.3%
MTSI vs PEGA
+101.4%
+349.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.5% | +14.3% | +12.0% |
| 7D | -10.0% | -4.5% | -5.5% | -8.6% |
| 30D | -37.2% | -5.7% | -31.5% | -36.4% |
| 3M | -30.1% | +2.6% | -32.6% | -32.5% |
| 6M | -31.9% | -10.6% | -21.3% | -32.9% |
| YTD | +23.2% | -45.5% | +68.7% | +43.8% |
| 1Y | +26.4% | -44.8% | +71.2% | +46.6% |
| 3Y | +186.2% | +45.5% | +140.6% | +90.0% |
| 5Y | +187.0% | -45.3% | +232.4% | +211.2% |
| All | +451.3% | +101.4% | +349.8% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling