+20.6%
PRU vs MSTZ
-54.5%
+75.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +1.1% |
| 7D | +3.6% | +30.8% | -27.2% | +4.7% |
| 30D | +8.9% | +41.2% | -32.3% | +10.6% |
| 3M | +0.2% | -60.9% | +61.1% | -1.4% |
| 6M | +23.7% | -15.7% | +39.4% | +27.3% |
| YTD | +13.7% | -75.2% | +89.0% | +13.3% |
| 1Y | +20.6% | -59.8% | +80.4% | +19.1% |
| All | +20.6% | -54.5% | +75.2% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling