-19.6%
MSFU vs PRU
+19.0%
-38.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | -5.7% | +1.9% | -7.6% | -6.0% |
| 30D | +4.2% | +2.7% | +1.5% | +3.6% |
| 3M | +27.9% | +19.5% | +8.4% | +25.5% |
| 6M | +37.1% | +26.6% | +10.5% | +32.7% |
| YTD | -7.4% | +12.3% | -19.7% | -11.5% |
| 1Y | -19.6% | +18.0% | -37.7% | -20.2% |
| All | -19.6% | +19.0% | -38.6% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling