+512.4%
MTSI vs PEGA
+91.0%
+421.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.8% | +10.5% |
| 7D | +7.2% | -8.6% | +15.8% | +10.4% |
| 30D | -18.4% | -10.1% | -8.4% | -16.2% |
| 3M | -16.7% | -4.7% | -11.9% | -17.6% |
| 6M | -31.7% | -8.0% | -23.7% | -33.7% |
| YTD | +45.9% | -47.1% | +93.0% | +71.8% |
| 1Y | +47.0% | -47.5% | +94.5% | +73.4% |
| 3Y | +224.1% | +40.2% | +183.8% | +118.0% |
| 5Y | +238.5% | -45.7% | +284.3% | +264.3% |
| All | +512.4% | +91.0% | +421.4% | +215.5% |
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