+76.3%
MSFU vs PRU
+58.9%
+17.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.6% |
| 7D | -5.7% | +1.9% | -7.6% | -6.6% |
| 30D | +4.2% | +2.7% | +1.5% | +2.7% |
| 3M | +27.9% | +19.5% | +8.4% | +16.5% |
| 6M | +37.1% | +26.6% | +10.5% | +20.4% |
| YTD | -7.4% | +12.3% | -19.7% | -13.7% |
| 1Y | -19.6% | +18.0% | -37.7% | -27.6% |
| 3Y | +33.2% | +47.0% | -13.8% | +3.8% |
| All | +76.3% | +58.9% | +17.5% | +35.7% |
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