+162.6%
MOS vs PRU
+806.6%
-644.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +9.5% | +1.9% | +7.7% | +8.6% |
| 30D | +10.4% | +2.7% | +7.7% | +8.9% |
| 3M | +12.9% | +19.5% | -6.6% | +3.9% |
| 6M | +1.2% | +26.6% | -25.4% | -9.7% |
| YTD | +9.3% | +12.3% | -3.0% | +2.4% |
| 1Y | -18.0% | +18.0% | -36.0% | -24.9% |
| 3Y | -29.0% | +47.0% | -76.0% | -41.9% |
| 5Y | -9.6% | +48.4% | -58.0% | -26.2% |
| 10Y | +6.1% | +142.4% | -136.4% | -29.9% |
| All | +162.6% | +806.6% | -644.0% | -27.2% |
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