-37.3%
MTSI vs PEGA
-9.1%
-28.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.3% | -16.1% | -19.6% |
| 7D | -24.6% | -1.6% | -23.0% | -25.4% |
| 30D | -45.7% | -3.0% | -42.7% | -46.3% |
| 3M | -27.7% | +5.8% | -33.6% | -24.7% |
| 6M | -37.3% | -8.8% | -28.5% | -36.0% |
| All | -37.3% | -9.1% | -28.2% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling