+128.7%
MOS vs PRU
+809.8%
-681.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +4.8% |
| 7D | +22.5% | +4.8% | +17.7% | +20.2% |
| 30D | +6.6% | +7.9% | -1.2% | +3.2% |
| 3M | -3.8% | +3.1% | -6.9% | -5.2% |
| 6M | -2.2% | +25.2% | -27.4% | -11.9% |
| YTD | -4.8% | +12.7% | -17.5% | -10.9% |
| 1Y | -11.7% | +23.5% | -35.2% | -20.7% |
| 3Y | -26.5% | +50.6% | -77.1% | -40.5% |
| 5Y | -32.2% | +40.9% | -73.1% | -43.4% |
| 10Y | +10.2% | +125.5% | -115.3% | -25.0% |
| All | +128.7% | +809.8% | -681.1% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling