+43.0%
MTSI vs PRU
+20.9%
+22.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.5% |
| 7D | +10.0% | +3.6% | +6.4% | +10.1% |
| 30D | -20.3% | +8.9% | -29.2% | -19.5% |
| 3M | -24.4% | +0.2% | -24.6% | -23.0% |
| 6M | -39.2% | +23.7% | -62.9% | -40.3% |
| YTD | +35.5% | +13.7% | +21.7% | +29.8% |
| 1Y | +43.0% | +20.6% | +22.4% | +34.7% |
| All | +43.0% | +20.9% | +22.1% | +34.7% |
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