+1,200.6%
MSI vs PRU
+814.1%
+386.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +7.7% | -2.8% | +10.5% | +8.7% |
| 30D | +19.9% | +8.5% | +11.4% | +16.3% |
| 3M | +14.9% | +1.7% | +13.2% | +13.9% |
| 6M | +37.2% | +24.8% | +12.5% | +26.4% |
| YTD | +40.8% | +13.3% | +27.5% | +33.2% |
| 1Y | +38.1% | +21.4% | +16.8% | +27.4% |
| 3Y | +77.7% | +54.8% | +22.9% | +47.0% |
| 5Y | +129.0% | +42.4% | +86.7% | +92.6% |
| 10Y | +671.3% | +98.4% | +572.8% | +432.1% |
| All | +1,200.6% | +814.1% | +386.5% | +211.1% |
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