+471.4%
MTSI vs PRU
+115.4%
+356.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.7% | +7.8% |
| 7D | +3.5% | +3.2% | +0.3% | +2.0% |
| 30D | -30.3% | +7.9% | -38.2% | -33.4% |
| 3M | -26.0% | +1.8% | -27.8% | -27.3% |
| 6M | -36.1% | +24.1% | -60.2% | -44.0% |
| YTD | +34.3% | +12.4% | +21.9% | +23.4% |
| 1Y | +35.3% | +20.9% | +14.4% | +19.4% |
| 3Y | +217.6% | +55.5% | +162.2% | +140.3% |
| 5Y | +210.1% | +42.7% | +167.4% | +143.2% |
| 10Y | +471.4% | +106.1% | +365.3% | +324.2% |
| All | +471.4% | +115.4% | +356.0% | +324.2% |
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