+7.6%
MOS vs PRU
+115.4%
-107.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +1.9% |
| 7D | +21.6% | +2.4% | +19.2% | +20.0% |
| 30D | +12.0% | +6.1% | +5.8% | +7.7% |
| 3M | -3.9% | -0.7% | -3.2% | -3.8% |
| 6M | -3.3% | +22.1% | -25.4% | -16.1% |
| YTD | -4.6% | +9.8% | -14.4% | -12.3% |
| 1Y | -7.0% | +19.4% | -26.3% | -19.3% |
| 3Y | -24.4% | +50.4% | -74.8% | -46.5% |
| 5Y | -32.1% | +37.2% | -69.3% | -49.4% |
| All | +7.6% | +115.4% | -107.7% | -47.0% |
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