+158.2%
MTSI vs PEGA
+48.6%
+109.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.3% | -16.1% | -18.1% |
| 7D | -24.6% | -1.6% | -23.0% | -24.4% |
| 30D | -45.7% | -3.0% | -42.7% | -45.6% |
| 3M | -27.7% | +5.8% | -33.6% | -29.1% |
| 6M | -37.3% | -8.8% | -28.5% | -37.2% |
| YTD | +11.1% | -43.5% | +54.7% | +23.2% |
| 1Y | +27.2% | -43.4% | +70.6% | +40.8% |
| All | +158.2% | +48.6% | +109.6% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling