+471.4%
MTSI vs PEGA
+99.2%
+372.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.9% | +12.9% | +10.4% |
| 7D | +3.5% | -10.0% | +13.5% | +7.2% |
| 30D | -30.3% | -12.7% | -17.6% | -27.6% |
| 3M | -26.0% | -4.6% | -21.4% | -26.8% |
| 6M | -36.1% | -13.1% | -23.0% | -36.5% |
| YTD | +34.3% | -47.6% | +81.9% | +58.6% |
| 1Y | +35.3% | -47.0% | +82.3% | +58.9% |
| 3Y | +217.6% | +42.0% | +175.6% | +112.0% |
| 5Y | +210.1% | -47.8% | +257.9% | +242.3% |
| 10Y | +471.4% | +92.0% | +379.5% | +182.1% |
| All | +471.4% | +99.2% | +372.3% | +182.1% |
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