+140.2%
MAS vs PRU
+142.7%
-2.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -0.8% | +1.9% | -2.6% | -1.6% |
| 30D | -5.6% | +2.7% | -8.3% | -6.8% |
| 3M | +4.4% | +19.5% | -15.0% | -3.9% |
| 6M | +7.2% | +26.6% | -19.4% | -4.1% |
| YTD | +16.1% | +12.3% | +3.8% | +9.3% |
| 1Y | +0.1% | +18.0% | -18.0% | -8.1% |
| 3Y | +28.3% | +47.0% | -18.7% | +5.7% |
| 5Y | +30.5% | +48.4% | -18.0% | +6.0% |
| All | +140.2% | +142.7% | -2.5% | +38.6% |
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