+2,423.9%
MUU vs PEGA
-0.1%
+2,423.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.0% | -11.3% | -9.6% |
| 7D | +3.6% | -5.3% | +8.9% | +4.2% |
| 30D | +22.3% | +8.3% | +14.0% | +20.7% |
| 3M | -8.2% | +8.9% | -17.1% | -10.6% |
| 6M | +256.3% | -19.7% | +276.1% | +282.1% |
| YTD | +534.4% | -39.9% | +574.3% | +671.4% |
| 1Y | +2,163.5% | -36.4% | +2,199.9% | +2,554.1% |
| All | +2,423.9% | -0.1% | +2,423.9% | +1,641.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling