-9.6%
MOS vs PRU
+48.6%
-58.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +9.5% | +1.9% | +7.7% | +8.3% |
| 30D | +10.4% | +2.7% | +7.7% | +8.5% |
| 3M | +12.9% | +19.5% | -6.6% | +1.5% |
| 6M | +1.2% | +26.6% | -25.4% | -12.6% |
| YTD | +9.3% | +12.3% | -3.0% | +0.9% |
| 1Y | -18.0% | +18.0% | -36.0% | -26.7% |
| 3Y | -29.0% | +47.0% | -76.0% | -48.2% |
| All | -9.6% | +48.6% | -58.1% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling