+390.7%
MUU vs PEGA
-47.0%
+437.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -0.4% | +24.6% | +24.0% |
| 7D | -2.5% | -8.6% | +6.1% | -6.7% |
| 30D | -39.7% | -10.1% | -29.7% | -42.8% |
| 3M | -27.4% | -4.7% | -22.7% | -28.0% |
| 6M | -38.4% | -8.0% | -30.5% | -33.3% |
| YTD | +276.4% | -47.1% | +323.6% | +395.8% |
| 1Y | +390.7% | -47.5% | +438.2% | +562.0% |
| All | +390.7% | -47.0% | +437.8% | +562.0% |
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