+35.7%
MSFU vs PRU
+55.2%
-19.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.1% |
| 7D | +14.6% | +3.2% | +11.4% | +13.2% |
| 30D | +2.1% | +7.9% | -5.8% | -1.8% |
| 3M | +14.7% | +1.8% | +12.9% | +13.9% |
| 6M | +55.7% | +24.1% | +31.5% | +39.7% |
| YTD | +7.1% | +12.4% | -5.3% | +0.4% |
| 1Y | -0.5% | +20.9% | -21.4% | -11.2% |
| 3Y | +35.7% | +55.5% | -19.7% | +10.8% |
| All | +35.7% | +55.2% | -19.4% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling