+120.4%
MSTR vs PRU
+48.6%
+71.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.4% |
| 7D | +12.2% | +1.9% | +10.3% | +10.3% |
| 30D | +45.2% | +2.7% | +42.4% | +40.8% |
| 3M | +10.4% | +19.5% | -9.1% | -8.7% |
| 6M | -2.5% | +26.6% | -29.1% | -24.4% |
| YTD | -6.0% | +12.3% | -18.4% | -17.2% |
| 1Y | -56.4% | +18.0% | -74.5% | -64.0% |
| 3Y | +306.3% | +47.0% | +259.3% | +158.0% |
| All | +120.4% | +48.6% | +71.8% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling