+514.9%
MTSI vs PRU
+142.7%
+372.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.0% |
| 7D | +1.4% | +1.9% | -0.5% | +0.3% |
| 30D | +2.1% | +2.7% | -0.6% | +0.6% |
| 3M | -29.7% | +19.5% | -49.2% | -36.6% |
| 6M | +12.5% | +26.6% | -14.1% | -1.9% |
| YTD | +57.0% | +12.3% | +44.7% | +45.4% |
| 1Y | +103.9% | +18.0% | +85.9% | +83.5% |
| 3Y | +223.6% | +47.0% | +176.6% | +153.7% |
| 5Y | +321.6% | +48.4% | +273.1% | +225.7% |
| All | +514.9% | +142.7% | +372.2% | +243.1% |
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