+88.0%
MSFU vs PRU
+60.9%
+27.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.2% |
| 7D | -2.8% | +3.6% | -6.4% | -4.7% |
| 30D | -5.3% | +8.9% | -14.2% | -9.5% |
| 3M | +7.2% | +0.2% | +7.1% | +7.3% |
| 6M | +51.0% | +23.7% | +27.3% | +35.0% |
| YTD | -1.2% | +13.7% | -15.0% | -8.4% |
| 1Y | -10.3% | +20.6% | -30.9% | -20.0% |
| 3Y | +22.2% | +56.3% | -34.1% | -7.7% |
| All | +88.0% | +60.9% | +27.1% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling