+189.1%
MAGS vs PRU
+72.8%
+116.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -7.3% | +7.9% | -15.3% | -10.3% |
| 3M | +1.7% | +0.9% | +0.8% | +1.1% |
| 6M | -0.4% | +22.4% | -22.7% | -9.0% |
| YTD | +4.4% | +12.7% | -8.3% | -1.6% |
| 1Y | +5.1% | +19.6% | -14.5% | -3.7% |
| 3Y | +122.6% | +54.0% | +68.6% | +87.2% |
| All | +189.1% | +72.8% | +116.3% | +140.2% |
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