The genetic correlation in SNP effect size is set to 0.8 across all pairs of populations. The causal SNP proportion (degree of polygenicity) is set to 1.0%, 0.1%, or 0.05% (~192K, 19.2K, or 9.6K causal SNPs). We generate data for ~19 million common SNPs (MAFâ„1%) across the five ancestries but conduct analyses only on the ~2.0 million SNPs in HapMap 3 + MEGA. The PRS-CSx software only considers approximately 1.2 million HapMap 3 SNPs and therefore we report the performance of PRS-CSx PRS only based on the HapMap 3 SNPs. The discovery GWAS sample size is set to (a) 15,000 or (b) 80,000 for each non-EUR ancestry, and 100,000 for EUR. A tuning set consisting of 10,000 individuals is used for parameter tuning and training the SL in CT-SLEB and MUSSEL or the linear combination model in weighted C+T, weighted LDpred2, and PRS-CSx. The reported R2 values are calculated on an independent testing set of 10,000 individuals for each ancestry group.