+35.4%
MSI vs PRU
+22.1%
+13.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +7.4% | +3.8% | +3.6% | +7.0% |
| 30D | +18.7% | +9.0% | +9.7% | +17.9% |
| 3M | +14.5% | +2.1% | +12.3% | +14.0% |
| 6M | +38.1% | +25.4% | +12.7% | +38.6% |
| YTD | +38.7% | +13.5% | +25.2% | +36.6% |
| 1Y | +35.4% | +21.3% | +14.1% | +31.2% |
| All | +35.4% | +22.1% | +13.3% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling