+1,106.1%
MUU vs PEGA
-11.7%
+1,117.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -32.5% | -8.2% | -24.3% | -31.8% |
| 30D | -55.2% | -11.6% | -43.7% | -54.6% |
| 3M | -40.7% | -4.2% | -36.6% | -40.9% |
| 6M | -43.9% | -12.0% | -32.0% | -43.1% |
| YTD | +203.2% | -46.9% | +250.1% | +272.7% |
| 1Y | +257.0% | -47.0% | +304.0% | +344.3% |
| All | +1,106.1% | -11.7% | +1,117.8% | +741.4% |
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