+662.2%
MSI vs PRU
+97.4%
+564.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +18.1% | +7.9% | +10.2% | +14.8% |
| 3M | +13.2% | +0.9% | +12.3% | +12.5% |
| 6M | +36.3% | +22.4% | +13.9% | +26.6% |
| YTD | +39.5% | +12.7% | +26.8% | +32.5% |
| 1Y | +36.9% | +19.6% | +17.3% | +27.1% |
| 3Y | +76.1% | +54.0% | +22.1% | +45.1% |
| 5Y | +123.7% | +41.0% | +82.7% | +87.9% |
| All | +662.2% | +97.4% | +564.8% | +403.0% |
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 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