+514.9%
MTSI vs PEGA
+191.4%
+323.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.8% |
| 7D | +1.4% | +3.3% | -1.9% | +0.2% |
| 30D | +2.1% | +17.7% | -15.7% | -4.6% |
| 3M | -29.7% | +5.8% | -35.5% | -33.1% |
| 6M | +12.5% | -20.3% | +32.8% | +17.6% |
| YTD | +57.0% | -37.1% | +94.2% | +77.0% |
| 1Y | +103.9% | -30.2% | +134.1% | +116.7% |
| 3Y | +223.6% | +48.1% | +175.5% | +122.3% |
| 5Y | +321.6% | -46.8% | +368.3% | +391.0% |
| All | +514.9% | +191.4% | +323.5% | +210.6% |
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