+671.4%
MSI vs PRU
+107.2%
+564.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +7.4% | +3.8% | +3.6% | +5.9% |
| 30D | +18.7% | +9.0% | +9.7% | +15.0% |
| 3M | +14.5% | +2.1% | +12.3% | +13.3% |
| 6M | +38.1% | +25.4% | +12.7% | +27.2% |
| YTD | +38.7% | +13.5% | +25.2% | +31.4% |
| 1Y | +35.4% | +21.3% | +14.1% | +25.1% |
| 3Y | +75.1% | +55.1% | +20.0% | +43.9% |
| 5Y | +126.4% | +43.6% | +82.8% | +88.9% |
| 10Y | +671.4% | +99.2% | +572.2% | +408.6% |
| All | +671.4% | +107.2% | +564.2% | +408.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling