-92.4%
MSTU vs PRU
+14.5%
-106.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -6.8% |
| 7D | -25.8% | +3.6% | -29.4% | -31.0% |
| 30D | -43.9% | +8.9% | -52.7% | -52.4% |
| 3M | +2.9% | +0.2% | +2.7% | +2.9% |
| 6M | -75.5% | +23.7% | -99.2% | -84.0% |
| YTD | -76.7% | +13.7% | -90.5% | -81.6% |
| 1Y | -88.9% | +20.6% | -109.6% | -92.4% |
| All | -92.4% | +14.5% | -106.9% | -94.4% |
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 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