+504.3%
MUU vs PEGA
-44.4%
+548.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | 0.0% | -14.0% | -14.0% |
| 7D | -35.9% | -2.9% | -33.0% | -36.8% |
| 30D | -47.1% | -0.5% | -46.6% | -47.1% |
| 3M | -29.8% | +8.5% | -38.3% | -25.8% |
| 6M | +16.0% | -6.3% | +22.3% | +30.1% |
| YTD | +286.1% | -42.2% | +328.3% | +417.2% |
| 1Y | +504.3% | -43.4% | +547.8% | +807.0% |
| All | +504.3% | -44.4% | +548.8% | +807.0% |
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 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