+826.3%
MTSI vs PEGA
+273.6%
+552.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.3% | -16.1% | -17.6% |
| 7D | -24.6% | -1.6% | -23.0% | -24.1% |
| 30D | -45.7% | -3.0% | -42.7% | -45.5% |
| 3M | -27.7% | +5.8% | -33.6% | -30.8% |
| 6M | -37.3% | -8.8% | -28.5% | -38.5% |
| YTD | +11.1% | -43.5% | +54.7% | +27.0% |
| 1Y | +27.2% | -43.4% | +70.6% | +45.0% |
| 3Y | +153.7% | +48.6% | +105.1% | +76.4% |
| 5Y | +159.0% | -43.3% | +202.3% | +159.7% |
| 10Y | +405.6% | +109.7% | +295.9% | +204.3% |
| All | +826.3% | +273.6% | +552.7% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling