Simulate 10.000 paths for a 30 year period

I want to look at/simulate how financial wealth evolves over a 30 year period, using the fact that the financial wealth follows a stochastic brownian motion process and using 10.000 different simulated paths.

A code that does something similar is

T = 1; N = 100; dt = T/N;
t = 0:dt:T;
%
% M = number of sample paths

M=1000;
%
% generate Gaussian increments
%
dW = sqrt(dt)*randn(M,N);
%
S0 = 42; r=0.1; sigma = 0.2; mu = r - (sigma^2)/2;
%
% generate M x N matrix of M sample paths and plot them
%
S = S0*exp(mu*ones(M,1)*t + sigma*[zeros(M,1), cumsum(dW,2)]);
plot(t,S)

And it is something like this i want to do, just with dt = 1 year and for 30 years. Can you maybe help or tell how/where I can find appropriate codes for this issue.

The dynamics are given as

where Pi is the weight of risky assets. In the outset this is just running from 90 % to 50 %

I really hope to hear from you