+159.0%
MTSI vs PRU
+38.4%
+120.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.3% | -15.1% | -16.6% |
| 7D | -24.6% | +4.8% | -29.4% | -26.2% |
| 30D | -45.7% | +7.9% | -53.6% | -48.0% |
| 3M | -27.7% | +3.1% | -30.8% | -29.3% |
| 6M | -37.3% | +25.2% | -62.5% | -45.6% |
| YTD | +11.1% | +12.7% | -1.6% | +1.8% |
| 1Y | +27.2% | +23.5% | +3.7% | +10.0% |
| 3Y | +153.7% | +50.6% | +103.1% | +86.3% |
| 5Y | +159.0% | +40.9% | +118.1% | +96.2% |
| All | +159.0% | +38.4% | +120.6% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling