+570.4%
MSTR vs PRU
+115.4%
+455.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.2% |
| 7D | -1.2% | +2.4% | -3.6% | -2.4% |
| 30D | -15.9% | +6.1% | -22.1% | -18.6% |
| 3M | +33.1% | -0.7% | +33.9% | +33.7% |
| 6M | -31.0% | +22.1% | -53.1% | -38.1% |
| YTD | -15.1% | +9.8% | -24.9% | -19.1% |
| 1Y | -45.6% | +19.4% | -65.0% | -50.6% |
| 3Y | +180.5% | +50.4% | +130.1% | +130.8% |
| 5Y | +61.7% | +37.2% | +24.5% | +42.3% |
| All | +570.4% | +115.4% | +455.1% | +405.8% |
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