+451.3%
MTSI vs PRU
+115.4%
+335.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.6% | +13.5% | +12.2% |
| 7D | -10.0% | +2.4% | -12.4% | -11.1% |
| 30D | -37.2% | +6.1% | -43.3% | -39.5% |
| 3M | -30.1% | -0.7% | -29.3% | -30.4% |
| 6M | -31.9% | +22.1% | -54.0% | -39.8% |
| YTD | +23.2% | +9.8% | +13.4% | +14.5% |
| 1Y | +26.4% | +19.4% | +7.0% | +12.1% |
| 3Y | +186.2% | +50.4% | +135.8% | +120.0% |
| 5Y | +187.0% | +37.2% | +149.9% | +129.4% |
| All | +451.3% | +115.4% | +335.9% | +276.8% |
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