+596.3%
MSI vs PRU
+145.9%
+450.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -3.7% | +1.9% | -5.6% | -4.4% |
| 30D | +6.8% | +2.7% | +4.1% | +5.8% |
| 3M | +14.3% | +19.5% | -5.2% | +7.4% |
| 6M | -1.6% | +26.6% | -28.2% | -9.6% |
| YTD | +22.8% | +12.3% | +10.5% | +17.1% |
| 1Y | -1.1% | +18.0% | -19.2% | -7.6% |
| 3Y | +70.5% | +47.0% | +23.5% | +43.5% |
| 5Y | +102.8% | +48.4% | +54.4% | +67.5% |
| All | +596.3% | +145.9% | +450.3% | +363.9% |
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