+10.4%
PRU vs MSTZ
-99.2%
+109.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -1.8% |
| 7D | +1.9% | -25.4% | +27.3% | +1.1% |
| 30D | -0.4% | -60.9% | +60.4% | -3.4% |
| 3M | +16.4% | -54.2% | +70.6% | +14.9% |
| 6M | +26.0% | -65.0% | +91.0% | +24.2% |
| YTD | +9.9% | -76.5% | +86.4% | +8.6% |
| 1Y | +18.8% | -23.4% | +42.2% | +25.3% |
| All | +10.4% | -99.2% | +109.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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