+1,150.3%
MSI vs PRU
+785.9%
+364.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | +4.7% | +2.4% | +2.3% | +3.6% |
| 30D | +14.8% | +6.1% | +8.6% | +12.2% |
| 3M | +8.8% | -0.7% | +9.5% | +8.7% |
| 6M | +19.3% | +22.1% | -2.8% | +10.7% |
| YTD | +35.3% | +9.8% | +25.6% | +29.5% |
| 1Y | +33.8% | +19.4% | +14.4% | +24.1% |
| 3Y | +74.4% | +50.4% | +24.1% | +45.8% |
| 5Y | +120.5% | +37.2% | +83.4% | +87.9% |
| 10Y | +685.2% | +119.5% | +565.7% | +421.9% |
| All | +1,150.3% | +785.9% | +364.4% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling