+97.0%
MSFU vs PRU
+59.4%
+37.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -5.5% |
| 7D | +1.0% | +4.8% | -3.7% | -1.2% |
| 30D | +0.6% | +7.9% | -7.3% | -3.3% |
| 3M | +16.4% | +3.1% | +13.3% | +14.7% |
| 6M | +53.0% | +25.2% | +27.8% | +35.9% |
| YTD | +3.5% | +12.7% | -9.3% | -3.6% |
| 1Y | -7.8% | +23.5% | -31.3% | -19.0% |
| 3Y | +35.6% | +50.6% | -15.0% | +4.5% |
| All | +97.0% | +59.4% | +37.6% | +51.6% |
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