-10.3%
MSFU vs PRU
+20.9%
-31.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | -2.8% | +3.6% | -6.4% | -4.2% |
| 30D | -5.3% | +8.9% | -14.2% | -7.4% |
| 3M | +7.2% | +0.2% | +7.1% | +7.1% |
| 6M | +51.0% | +23.7% | +27.3% | +49.0% |
| YTD | -1.2% | +13.7% | -15.0% | -7.5% |
| 1Y | -10.3% | +20.6% | -30.9% | -12.1% |
| All | -10.3% | +20.9% | -31.3% | -12.1% |
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