-56.4%
MSTR vs PRU
+19.0%
-75.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +12.2% | +1.9% | +10.3% | +10.9% |
| 30D | +45.2% | +2.7% | +42.4% | +41.9% |
| 3M | +10.4% | +19.5% | -9.1% | -3.8% |
| 6M | -2.5% | +26.6% | -29.1% | -18.7% |
| YTD | -6.0% | +12.3% | -18.4% | -19.7% |
| 1Y | -56.4% | +18.0% | -74.5% | -63.0% |
| All | -56.4% | +19.0% | -75.4% | -63.0% |
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