+190.0%
MAGS vs PRU
+72.3%
+117.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +1.3% |
| 7D | +1.3% | +3.2% | -1.9% | 0.0% |
| 30D | -6.3% | +7.9% | -14.3% | -9.4% |
| 3M | -0.1% | +1.8% | -1.9% | -1.0% |
| 6M | -0.8% | +24.1% | -24.9% | -9.9% |
| YTD | +4.7% | +12.4% | -7.6% | -1.1% |
| 1Y | +6.8% | +20.9% | -14.1% | -2.7% |
| 3Y | +128.9% | +55.5% | +73.5% | +92.1% |
| All | +190.0% | +72.3% | +117.8% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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