+61.7%
MTSI vs PRU
+27.9%
+33.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.6% | -0.4% |
| 7D | -10.7% | +9.8% | -20.4% | -9.9% |
| 30D | -29.0% | +11.6% | -40.6% | -28.4% |
| 3M | -14.7% | +3.7% | -18.4% | -13.3% |
| 6M | -20.1% | +33.0% | -53.0% | -23.3% |
| YTD | +36.1% | +16.6% | +19.5% | +30.6% |
| 1Y | +61.7% | +26.9% | +34.8% | +46.6% |
| All | +61.7% | +27.9% | +33.9% | +46.6% |
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 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