-89.3%
MSTU vs PRU
+20.7%
-110.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.2% |
| 7D | -27.7% | -2.8% | -24.9% | -23.7% |
| 30D | -40.3% | +8.5% | -48.8% | -47.9% |
| 3M | +26.4% | +1.7% | +24.6% | +23.6% |
| 6M | -75.7% | +24.8% | -100.5% | -83.7% |
| YTD | -71.9% | +13.3% | -85.1% | -79.9% |
| 1Y | -89.3% | +21.4% | -110.7% | -91.9% |
| All | -89.3% | +20.7% | -110.0% | -91.9% |
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