+495.5%
MSTR vs PRU
+97.4%
+398.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.2% |
| 7D | -11.5% | 0.0% | -11.5% | -11.6% |
| 30D | -24.8% | +7.9% | -32.8% | -28.0% |
| 3M | +20.6% | +0.9% | +19.8% | +20.0% |
| 6M | -38.0% | +22.4% | -60.3% | -44.5% |
| YTD | -24.7% | +12.7% | -37.4% | -29.3% |
| 1Y | -49.1% | +19.6% | -68.6% | -53.8% |
| 3Y | +124.7% | +54.0% | +70.7% | +82.2% |
| 5Y | +40.9% | +41.0% | -0.1% | +22.1% |
| All | +495.5% | +97.4% | +398.1% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling