-24.5%
MOS vs PRU
+50.4%
-74.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +4.5% |
| 7D | +22.5% | +4.8% | +17.7% | +20.6% |
| 30D | +6.6% | +7.9% | -1.2% | +3.9% |
| 3M | -3.8% | +3.1% | -6.9% | -5.1% |
| 6M | -2.2% | +25.2% | -27.4% | -10.5% |
| YTD | -4.8% | +12.7% | -17.5% | -9.3% |
| 1Y | -11.7% | +23.5% | -35.2% | -19.4% |
| All | -24.5% | +50.4% | -74.9% | -42.8% |
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