+502.4%
MTSI vs PEGA
+94.9%
+407.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.4% |
| 7D | +29.1% | -4.6% | +33.7% | +30.8% |
| 30D | -20.4% | -6.8% | -13.6% | -19.2% |
| 3M | -20.9% | +2.6% | -23.5% | -23.7% |
| 6M | -32.3% | -5.4% | -26.9% | -34.9% |
| YTD | +43.5% | -46.0% | +89.5% | +67.7% |
| 1Y | +43.8% | -45.6% | +89.4% | +67.4% |
| 3Y | +218.8% | +43.2% | +175.6% | +112.9% |
| 5Y | +228.3% | -45.3% | +273.6% | +253.7% |
| All | +502.4% | +94.9% | +407.4% | +208.1% |
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