+1,034.5%
MTSI vs PRU
+271.9%
+762.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.6% | -4.4% |
| 7D | -10.7% | +9.8% | -20.4% | -15.1% |
| 30D | -29.0% | +11.6% | -40.6% | -33.5% |
| 3M | -14.7% | +3.7% | -18.4% | -17.1% |
| 6M | -20.1% | +33.0% | -53.0% | -32.6% |
| YTD | +36.1% | +16.6% | +19.5% | +22.4% |
| 1Y | +61.7% | +26.9% | +34.8% | +38.8% |
| 3Y | +210.7% | +55.7% | +155.0% | +134.8% |
| 5Y | +212.8% | +44.5% | +168.3% | +143.5% |
| 10Y | +519.2% | +133.1% | +386.1% | +240.0% |
| All | +1,034.5% | +271.9% | +762.6% | +439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling