-49.3%
MSTR vs PRU
+22.1%
-71.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.5% |
| 7D | -10.7% | +3.8% | -14.5% | -13.3% |
| 30D | -21.6% | +9.0% | -30.6% | -27.2% |
| 3M | +24.4% | +2.1% | +22.3% | +22.1% |
| 6M | -35.5% | +25.4% | -60.9% | -47.7% |
| YTD | -20.3% | +13.5% | -33.8% | -34.3% |
| 1Y | -49.3% | +21.3% | -70.7% | -57.2% |
| All | -49.3% | +22.1% | -71.4% | -57.2% |
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