-13.5%
MSFU vs PRU
+20.7%
-34.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.7% |
| 7D | -12.7% | -2.8% | -9.8% | -11.6% |
| 30D | -9.0% | +8.5% | -17.5% | -10.9% |
| 3M | +2.9% | +1.7% | +1.2% | +2.6% |
| 6M | +43.5% | +24.8% | +18.8% | +41.8% |
| YTD | -2.4% | +13.3% | -15.7% | -8.4% |
| 1Y | -13.5% | +21.4% | -34.9% | -13.1% |
| All | -13.5% | +20.7% | -34.2% | -13.1% |
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