+93.3%
MSFU vs PRU
+55.3%
+38.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -0.4% |
| 7D | +2.5% | +2.4% | +0.1% | +1.5% |
| 30D | -1.3% | +6.1% | -7.4% | -4.3% |
| 3M | +8.6% | -0.7% | +9.4% | +9.3% |
| 6M | +48.4% | +22.1% | +26.3% | +33.7% |
| YTD | +1.6% | +9.8% | -8.2% | -3.9% |
| 1Y | -5.8% | +19.4% | -25.1% | -15.5% |
| 3Y | +30.9% | +50.4% | -19.4% | +1.1% |
| All | +93.3% | +55.3% | +38.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling