+674.5%
MSI vs PRU
+115.4%
+559.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +1.8% |
| 7D | +8.3% | +3.2% | +5.2% | +7.0% |
| 30D | +18.9% | +7.9% | +10.9% | +15.6% |
| 3M | +13.2% | +1.8% | +11.4% | +12.2% |
| 6M | +38.3% | +24.1% | +14.1% | +27.8% |
| YTD | +38.9% | +12.4% | +26.5% | +32.1% |
| 1Y | +36.7% | +20.9% | +15.8% | +26.5% |
| 3Y | +76.6% | +55.5% | +21.1% | +45.0% |
| 5Y | +124.5% | +42.7% | +81.8% | +87.8% |
| 10Y | +674.5% | +106.1% | +568.4% | +416.4% |
| All | +674.5% | +115.4% | +559.1% | +416.4% |
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