+238.3%
MAS vs PRU
+130.8%
+107.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.6% | -0.9% | +2.6% |
| 7D | +14.2% | +9.8% | +4.4% | +9.5% |
| 30D | +26.8% | +11.6% | +15.2% | +20.8% |
| 3M | +13.1% | +3.7% | +9.4% | +11.2% |
| 6M | +27.9% | +33.0% | -5.0% | +12.2% |
| YTD | +38.7% | +16.6% | +22.1% | +28.4% |
| 1Y | +40.4% | +26.9% | +13.4% | +24.9% |
| 3Y | +66.1% | +55.7% | +10.4% | +33.4% |
| 5Y | +47.4% | +44.5% | +2.9% | +21.2% |
| 10Y | +238.3% | +133.1% | +105.2% | +109.0% |
| All | +238.3% | +130.8% | +107.5% | +109.0% |
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