+17.3%
PRU vs MSTZ
-19.0%
+36.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.3% |
| 7D | -1.9% | -23.6% | +21.7% | -2.4% |
| 30D | -2.6% | -60.7% | +58.1% | -4.7% |
| 3M | +14.7% | -58.3% | +73.0% | +13.3% |
| 6M | +25.7% | -60.0% | +85.7% | +25.0% |
| YTD | +8.3% | -75.2% | +83.5% | +6.9% |
| 1Y | +17.3% | -19.9% | +37.2% | +16.7% |
| All | +17.3% | -19.0% | +36.4% | +16.7% |
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