+27.9%
MAS vs PRU
+32.7%
-4.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.6% | -0.9% | +1.8% |
| 7D | +14.2% | +9.8% | +4.4% | +8.3% |
| 30D | +26.8% | +11.6% | +15.2% | +19.5% |
| 3M | +13.1% | +3.7% | +9.4% | +9.5% |
| 6M | +27.9% | +33.0% | -5.0% | +12.7% |
| All | +27.9% | +32.7% | -4.8% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling