-86.8%
MSTU vs PRU
+10.6%
-97.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.2% | -6.5% | -4.5% |
| 7D | +16.1% | +1.9% | +14.2% | +13.6% |
| 30D | +68.7% | -0.4% | +69.1% | +69.7% |
| 3M | -11.0% | +16.4% | -27.4% | -34.0% |
| 6M | -33.4% | +26.0% | -59.4% | -58.1% |
| YTD | -59.5% | +9.9% | -69.4% | -66.0% |
| 1Y | -93.4% | +18.8% | -112.1% | -95.4% |
| All | -86.8% | +10.6% | -97.5% | -89.6% |
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