+191.5%
MAGS vs PRU
+72.2%
+119.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +0.5% | +1.9% | -1.3% | -0.2% |
| 30D | +1.5% | +2.7% | -1.2% | +0.3% |
| 3M | +0.5% | +19.5% | -19.0% | -7.1% |
| 6M | +11.6% | +26.6% | -15.1% | +0.3% |
| YTD | +5.3% | +12.3% | -7.1% | -0.5% |
| 1Y | +14.9% | +18.0% | -3.2% | +5.9% |
| 3Y | +128.9% | +47.0% | +81.9% | +95.3% |
| All | +191.5% | +72.2% | +119.3% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling