+43.0%
MTSI vs PEGA
-44.6%
+87.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.2% |
| 7D | +10.0% | +0.1% | +9.9% | +10.2% |
| 30D | -20.3% | -4.1% | -16.2% | -20.8% |
| 3M | -24.4% | -2.8% | -21.6% | -24.3% |
| 6M | -39.2% | -0.4% | -38.7% | -37.7% |
| YTD | +35.5% | -45.4% | +80.9% | +42.4% |
| 1Y | +43.0% | -42.6% | +85.7% | +46.6% |
| All | +43.0% | -44.6% | +87.6% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling