+74.4%
MSI vs PRU
+46.4%
+28.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +4.7% | +2.4% | +2.3% | +4.2% |
| 30D | +14.8% | +6.1% | +8.6% | +13.5% |
| 3M | +8.8% | -0.7% | +9.5% | +8.7% |
| 6M | +19.3% | +22.1% | -2.8% | +15.7% |
| YTD | +35.3% | +9.8% | +25.6% | +33.1% |
| 1Y | +33.8% | +19.4% | +14.4% | +29.4% |
| 3Y | +74.4% | +50.4% | +24.1% | +60.4% |
| All | +74.4% | +46.4% | +28.0% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling