+61.7%
MAS vs PRU
+50.4%
+11.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.2% | -1.7% |
| 7D | +4.6% | +4.8% | -0.2% | +2.1% |
| 30D | +19.9% | +7.9% | +12.0% | +15.5% |
| 3M | +8.9% | +3.1% | +5.8% | +7.1% |
| 6M | +20.2% | +25.2% | -5.1% | +7.2% |
| YTD | +33.9% | +12.7% | +21.1% | +25.4% |
| 1Y | +34.7% | +23.5% | +11.2% | +19.9% |
| All | +61.7% | +50.4% | +11.3% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling